UC WAR. CALL 03/25 IES/ DE000HD46678 /
| 10/10/2024 7:46:36 PM | Chg.+0.0020 | Bid8:41:19 PM | Ask8:41:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0390EUR | +5.41% | 0.0330 Bid Size: 60,000 |
0.0500 Ask Size: 60,000 |
INTESA SANPAOLO | 4.50 - | 3/19/2025 | Call |
Master data
| WKN: | HD4667 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.50 - |
| Maturity: | 3/19/2025 |
| Issue date: | 3/27/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 66.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.21 |
| Parity: | -0.69 |
| Time value: | 0.06 |
| Break-even: | 4.56 |
| Moneyness: | 0.85 |
| Premium: | 0.20 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.03 |
| Spread %: | 103.57% |
| Delta: | 0.19 |
| Theta: | 0.00 |
| Omega: | 12.46 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0300 |
|---|---|
| High: | 0.0390 |
| Low: | 0.0300 |
| Previous Close: | 0.0370 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.88% | ||
|---|---|---|---|
| 1 Month | +11.43% | ||
| 3 Months | -9.30% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0390 | 0.0320 |
|---|---|---|
| 1M High / 1M Low: | 0.0430 | 0.0320 |
| 6M High / 6M Low: | 0.0670 | 0.0100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0362 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0370 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0415 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 114.18% | |
| Volatility 6M: | 231.33% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
