UC WAR. CALL 06/25 AEU/ DE000HD6L9U3 /
| 2024-11-15 9:46:59 PM | Chg.-0.1300 | Bid9:59:15 PM | Ask9:59:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6700EUR | -16.25% | 0.6500 Bid Size: 5,000 |
0.7600 Ask Size: 5,000 |
PRYSMIAN | 60.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD6L9U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PRYSMIAN |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-06-26 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.59 |
|---|---|
| Intrinsic value: | 0.09 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.26 |
| Parity: | 0.09 |
| Time value: | 0.67 |
| Break-even: | 67.60 |
| Moneyness: | 1.02 |
| Premium: | 0.11 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.11 |
| Spread %: | 16.92% |
| Delta: | 0.60 |
| Theta: | -0.02 |
| Omega: | 4.83 |
| Rho: | 0.17 |
Quote data
| Open: | 0.7500 |
|---|---|
| High: | 0.8000 |
| Low: | 0.6700 |
| Previous Close: | 0.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.84% | ||
|---|---|---|---|
| 1 Month | -41.23% | ||
| 3 Months | -10.67% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9100 | 0.6700 |
|---|---|---|
| 1M High / 1M Low: | 1.1800 | 0.6400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7740 | |
| Avg. volume 1W: | 400 | |
| Avg. price 1M: | 0.9286 | |
| Avg. volume 1M: | 90.9091 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 175.74% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
