UC WAR. CALL 03/25 IBE1/ DE000HD43F51 /
10/09/2024 11:45:34 | Chg.+0.0400 | Bid13:00:46 | Ask13:00:46 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.6000EUR | +1.56% | 2.5800 Bid Size: 25,000 |
2.5900 Ask Size: 25,000 |
IBERDROLA INH. EO... | 11.00 - | 19/03/2025 | Call |
Master data
WKN: | HD43F5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | IBERDROLA INH. EO -,75 |
Type: | Warrant |
Option type: | Call |
Strike price: | 11.00 - |
Maturity: | 19/03/2025 |
Issue date: | 25/03/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.15 |
Leverage: | Yes |
Calculated values
Fair value: | 2.55 |
---|---|
Intrinsic value: | 2.33 |
Implied volatility: | 0.20 |
Historic volatility: | 0.16 |
Parity: | 2.33 |
Time value: | 0.26 |
Break-even: | 13.59 |
Moneyness: | 1.21 |
Premium: | 0.02 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.04 |
Spread %: | 1.57% |
Delta: | 0.93 |
Theta: | 0.00 |
Omega: | 4.81 |
Rho: | 0.05 |
Quote data
Open: | 2.5300 |
---|---|
High: | 2.6000 |
Low: | 2.5300 |
Previous Close: | 2.5600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +27.45% | ||
---|---|---|---|
1 Month | +72.19% | ||
3 Months | +85.71% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.5600 | 2.0400 |
---|---|---|
1M High / 1M Low: | 2.5600 | 1.5000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.2920 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.9505 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 75.52% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |