UC WAR. CALL 06/25 AEU/ DE000HD6L9U3 /
2024-10-11 9:46:29 PM | Chg.+0.0700 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0000EUR | +7.53% | 0.9900 Bid Size: 4,000 |
1.1100 Ask Size: 4,000 |
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: | 5.92 |
Leverage: | Yes |
Calculated values
Fair value: | 0.95 |
---|---|
Intrinsic value: | 0.57 |
Implied volatility: | 0.34 |
Historic volatility: | 0.26 |
Parity: | 0.57 |
Time value: | 0.54 |
Break-even: | 71.10 |
Moneyness: | 1.10 |
Premium: | 0.08 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.12 |
Spread %: | 12.12% |
Delta: | 0.71 |
Theta: | -0.02 |
Omega: | 4.18 |
Rho: | 0.24 |
Quote data
Open: | 0.9500 |
---|---|
High: | 1.0000 |
Low: | 0.9500 |
Previous Close: | 0.9300 |
Turnover: | 2,000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +7.53% | ||
---|---|---|---|
1 Month | +31.58% | ||
3 Months | +12.36% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0100 | 0.9300 |
---|---|---|
1M High / 1M Low: | 1.0800 | 0.7400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.9820 | |
Avg. volume 1W: | 1,600 | |
Avg. price 1M: | 0.9467 | |
Avg. volume 1M: | 1,047.6190 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 123.00% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |