UC WAR. CALL 03/25 IES/ DE000HD4VYQ1 /
| 05/08/2024 21:46:31 | Chg.-0.0100 | Bid21:59:31 | Ask21:59:31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4100EUR | -2.38% | 0.3900 Bid Size: 20,000 |
0.4200 Ask Size: 20,000 |
INTESA SANPAOLO | 3.20 - | 19/03/2025 | Call |
Master data
| WKN: | HD4VYQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.20 - |
| Maturity: | 19/03/2025 |
| Issue date: | 22/04/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.24 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.22 |
| Parity: | 0.24 |
| Time value: | 0.19 |
| Break-even: | 3.63 |
| Moneyness: | 1.08 |
| Premium: | 0.05 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 7.50% |
| Delta: | 0.73 |
| Theta: | 0.00 |
| Omega: | 5.85 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1700 |
|---|---|
| High: | 0.4100 |
| Low: | 0.1700 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -40.58% | ||
|---|---|---|---|
| 1 Month | -18.00% | ||
| 3 Months | -4.65% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6900 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.6900 | 0.4100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5548 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 128.42% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
