UC WAR. CALL 06/25 58H/ DE000HD6VTZ7 /
2024-08-26 9:46:40 PM | Chg.0.0000 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5200EUR | 0.00% | 0.4900 Bid Size: 8,000 |
0.5600 Ask Size: 8,000 |
DAVIDE CAMPARI MILAN... | 9.00 - | 2025-06-18 | Call |
Master data
WKN: | HD6VTZ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DAVIDE CAMPARI MILANO N V |
Type: | Warrant |
Option type: | Call |
Strike price: | 9.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2024-07-03 |
Last trading day: | 2025-06-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 14.00 |
Leverage: | Yes |
Calculated values
Fair value: | 0.47 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.26 |
Parity: | -1.02 |
Time value: | 0.57 |
Break-even: | 9.57 |
Moneyness: | 0.89 |
Premium: | 0.20 |
Premium p.a.: | 0.25 |
Spread abs.: | 0.06 |
Spread %: | 11.76% |
Delta: | 0.42 |
Theta: | 0.00 |
Omega: | 5.89 |
Rho: | 0.02 |
Quote data
Open: | 0.5000 |
---|---|
High: | 0.5300 |
Low: | 0.5000 |
Previous Close: | 0.5200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.89% | ||
---|---|---|---|
1 Month | -44.09% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5300 | 0.5000 |
---|---|---|
1M High / 1M Low: | 0.9300 | 0.5000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5100 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5929 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 108.85% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |