UC WAR. CALL 06/25 ASG/ DE000HD1ED87 /
| 2024-08-16 9:45:47 PM | Chg.+0.160 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.720EUR | +2.12% | 7.680 Bid Size: 2,000 |
7.760 Ask Size: 2,000 |
GENERALI | 16.00 EUR | 2025-06-18 | Call |
Master data
| WKN: | HD1ED8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GENERALI |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.16 |
|---|---|
| Intrinsic value: | 6.68 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.15 |
| Parity: | 6.68 |
| Time value: | 1.01 |
| Break-even: | 23.69 |
| Moneyness: | 1.42 |
| Premium: | 0.04 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.32 |
| Spread %: | 4.34% |
| Delta: | 0.89 |
| Theta: | 0.00 |
| Omega: | 2.62 |
| Rho: | 0.10 |
Quote data
| Open: | 7.440 |
|---|---|
| High: | 7.740 |
| Low: | 7.440 |
| Previous Close: | 7.560 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.79% | ||
|---|---|---|---|
| 1 Month | -2.15% | ||
| 3 Months | -11.47% | ||
| YTD | +109.21% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.720 | 6.860 |
|---|---|---|
| 1M High / 1M Low: | 8.590 | 6.520 |
| 6M High / 6M Low: | 8.850 | 5.030 |
| High (YTD): | 2024-05-14 | 8.850 |
| Low (YTD): | 2024-01-03 | 3.850 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 7.254 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.589 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.422 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 67.29% | |
| Volatility 6M: | 50.84% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
