UC WAR. CALL 03/25 GOB/ DE000HD43HC5 /
| 2024-10-09 3:46:26 PM | Chg.+0.0100 | Bid4:33:14 PM | Ask4:33:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5100EUR | +0.67% | 1.5000 Bid Size: 50,000 |
1.5100 Ask Size: 50,000 |
ST GOBAIN ... | 70.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD43HC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ST GOBAIN EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-25 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.38 |
|---|---|
| Intrinsic value: | 1.20 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.24 |
| Parity: | 1.20 |
| Time value: | 0.32 |
| Break-even: | 85.20 |
| Moneyness: | 1.17 |
| Premium: | 0.04 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 2.01% |
| Delta: | 0.81 |
| Theta: | -0.02 |
| Omega: | 4.35 |
| Rho: | 0.22 |
Quote data
| Open: | 1.4600 |
|---|---|
| High: | 1.5100 |
| Low: | 1.4600 |
| Previous Close: | 1.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.67% | ||
|---|---|---|---|
| 1 Month | +37.27% | ||
| 3 Months | +38.53% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5000 | 1.3500 |
|---|---|---|
| 1M High / 1M Low: | 1.7200 | 1.1000 |
| 6M High / 6M Low: | 1.7200 | 0.7500 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4273 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2072 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 109.69% | |
| Volatility 6M: | 118.29% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
