UC WAR. CALL 06/25 ASG/ DE000HD1ED87 /
| 2024-10-18 9:46:04 PM | Chg.+0.170 | Bid9:59:00 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 11.300EUR | +1.53% | 11.310 Bid Size: 1,000 |
- Ask Size: - |
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: | 2.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 11.31 |
|---|---|
| Intrinsic value: | 10.98 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.15 |
| Parity: | 10.98 |
| Time value: | 0.35 |
| Break-even: | 27.33 |
| Moneyness: | 1.69 |
| Premium: | 0.01 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.02 |
| Spread %: | 0.18% |
| Delta: | 0.99 |
| Theta: | 0.00 |
| Omega: | 2.36 |
| Rho: | 0.10 |
Quote data
| Open: | 11.100 |
|---|---|
| High: | 11.340 |
| Low: | 11.100 |
| Previous Close: | 11.130 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.24% | ||
|---|---|---|---|
| 1 Month | +10.14% | ||
| 3 Months | +43.58% | ||
| YTD | +206.23% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 11.300 | 10.940 |
|---|---|---|
| 1M High / 1M Low: | 11.300 | 9.350 |
| 6M High / 6M Low: | 11.300 | 6.520 |
| High (YTD): | 2024-10-18 | 11.300 |
| Low (YTD): | 2024-01-03 | 3.850 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 11.108 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 10.350 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 8.494 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 44.76% | |
| Volatility 6M: | 49.49% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
