UC WAR. CALL 03/25 IES/ DE000HD3XVB7 /
| 9/6/2024 9:47:10 PM | Chg.-0.0600 | Bid9:59:13 PM | Ask9:59:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3300EUR | -15.38% | 0.2600 Bid Size: 40,000 |
0.3700 Ask Size: 40,000 |
INTESA SANPAOLO | 3.50 EUR | 3/19/2025 | Call |
Master data
| WKN: | HD3XVB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.50 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 3/20/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.17 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.21 |
| Parity: | 0.17 |
| Time value: | 0.20 |
| Break-even: | 3.87 |
| Moneyness: | 1.05 |
| Premium: | 0.06 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.11 |
| Spread %: | 42.31% |
| Delta: | 0.68 |
| Theta: | 0.00 |
| Omega: | 6.76 |
| Rho: | 0.01 |
Quote data
| Open: | 0.3600 |
|---|---|
| High: | 0.3600 |
| Low: | 0.3300 |
| Previous Close: | 0.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.38% | ||
|---|---|---|---|
| 1 Month | +50.00% | ||
| 3 Months | -2.94% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4000 | 0.3300 |
|---|---|---|
| 1M High / 1M Low: | 0.4000 | 0.2200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2991 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 117.68% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
