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: | - |
