UC WAR. CALL 06/25 ASG/ DE000HD1QUE1 /
8/16/2024 9:45:15 PM | Chg.+0.1000 | Bid9:59:30 PM | Ask9:59:30 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.4900EUR | +4.18% | 2.4500 Bid Size: 2,000 |
2.5300 Ask Size: 2,000 |
GENERALI | 22.00 EUR | 6/18/2025 | Call |
Master data
WKN: | HD1QUE |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GENERALI |
Type: | Warrant |
Option type: | Call |
Strike price: | 22.00 EUR |
Maturity: | 6/18/2025 |
Issue date: | 1/8/2024 |
Last trading day: | 6/17/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 9.19 |
Leverage: | Yes |
Calculated values
Fair value: | 2.39 |
---|---|
Intrinsic value: | 1.24 |
Implied volatility: | 0.17 |
Historic volatility: | 0.15 |
Parity: | 1.24 |
Time value: | 1.29 |
Break-even: | 24.53 |
Moneyness: | 1.06 |
Premium: | 0.06 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.08 |
Spread %: | 3.27% |
Delta: | 0.73 |
Theta: | 0.00 |
Omega: | 6.74 |
Rho: | 0.12 |
Quote data
Open: | 2.3000 |
---|---|
High: | 2.5100 |
Low: | 2.3000 |
Previous Close: | 2.3900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +38.33% | ||
---|---|---|---|
1 Month | -7.78% | ||
3 Months | -23.15% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.4900 | 1.9400 |
---|---|---|
1M High / 1M Low: | 3.2800 | 1.8000 |
6M High / 6M Low: | 3.2800 | 0.9500 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.1860 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.5057 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.3546 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 143.64% | |
Volatility 6M: | 108.87% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |