UC WAR. CALL 06/25 ASG/ DE000HD1EDB9 /
| 2024-10-18 9:46:52 PM | Chg.+0.1200 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.7900EUR | +3.27% | 3.7500 Bid Size: 2,000 |
3.8400 Ask Size: 2,000 |
GENERALI | 24.00 EUR | 2025-06-18 | Call |
Master data
| WKN: | HD1EDB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GENERALI |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.68 |
|---|---|
| Intrinsic value: | 2.98 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.15 |
| Parity: | 2.98 |
| Time value: | 0.86 |
| Break-even: | 27.84 |
| Moneyness: | 1.12 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.09 |
| Spread %: | 2.40% |
| Delta: | 0.84 |
| Theta: | 0.00 |
| Omega: | 5.91 |
| Rho: | 0.13 |
Quote data
| Open: | 3.6000 |
|---|---|
| High: | 3.7900 |
| Low: | 3.6000 |
| Previous Close: | 3.6700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +22.26% | ||
|---|---|---|---|
| 1 Month | +25.91% | ||
| 3 Months | +154.36% | ||
| YTD | +1163.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.7900 | 3.5100 |
|---|---|---|
| 1M High / 1M Low: | 3.7900 | 2.3300 |
| 6M High / 6M Low: | 3.7900 | 0.8800 |
| High (YTD): | 2024-10-18 | 3.7900 |
| Low (YTD): | 2024-01-03 | 0.3200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.6320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0505 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8912 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 114.64% | |
| Volatility 6M: | 132.00% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
