UC WAR. CALL 03/25 SQU/ DE000HD6S9X0 /
| 06/09/2024 21:45:09 | Chg.-0.0500 | Bid21:59:20 | Ask21:59:20 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9700EUR | -4.90% | 0.9400 Bid Size: 10,000 |
1.0700 Ask Size: 10,000 |
VINCI S.A. INH. EO... | 105.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD6S9X |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 105.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 01/07/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.94 |
|---|---|
| Intrinsic value: | 0.49 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.17 |
| Parity: | 0.49 |
| Time value: | 0.54 |
| Break-even: | 115.20 |
| Moneyness: | 1.05 |
| Premium: | 0.05 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.02 |
| Spread %: | 2.00% |
| Delta: | 0.69 |
| Theta: | -0.02 |
| Omega: | 7.48 |
| Rho: | 0.35 |
Quote data
| Open: | 0.9900 |
|---|---|
| High: | 1.0400 |
| Low: | 0.9700 |
| Previous Close: | 1.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.78% | ||
|---|---|---|---|
| 1 Month | +34.72% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0200 | 0.8400 |
|---|---|---|
| 1M High / 1M Low: | 1.0200 | 0.6700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8122 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 92.32% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
