UC WAR. CALL 03/25 SQU/ DE000HD43H67 /
10/10/2024 21:46:06 | Chg.-0.0300 | Bid21:59:43 | Ask21:59:43 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5400EUR | -5.26% | 0.5400 Bid Size: 12,000 |
0.5700 Ask Size: 12,000 |
VINCI S.A. INH. EO... | 110.00 - | 19/03/2025 | Call |
Master data
WKN: | HD43H6 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VINCI S.A. INH. EO 2,50 |
Type: | Warrant |
Option type: | Call |
Strike price: | 110.00 - |
Maturity: | 19/03/2025 |
Issue date: | 25/03/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 18.26 |
Leverage: | Yes |
Calculated values
Fair value: | 0.48 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.18 |
Parity: | -0.23 |
Time value: | 0.59 |
Break-even: | 115.90 |
Moneyness: | 0.98 |
Premium: | 0.08 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.03 |
Spread %: | 5.36% |
Delta: | 0.51 |
Theta: | -0.02 |
Omega: | 9.34 |
Rho: | 0.22 |
Quote data
Open: | 0.5200 |
---|---|
High: | 0.5400 |
Low: | 0.5200 |
Previous Close: | 0.5700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +25.58% | ||
---|---|---|---|
1 Month | -30.77% | ||
3 Months | -3.57% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5700 | 0.4300 |
---|---|---|
1M High / 1M Low: | 0.7800 | 0.3400 |
6M High / 6M Low: | 1.3500 | 0.3400 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4880 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5827 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7375 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 213.12% | |
Volatility 6M: | 160.62% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |