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: | - |
