UC WAR. CALL 06/25 ASG/ DE000HD313P4 /
17/07/2024 21:46:29 | Chg.-0.0200 | Bid21:59:33 | Ask21:59:33 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7200EUR | -2.70% | 0.5500 Bid Size: 6,000 |
0.8800 Ask Size: 6,000 |
GENERALI | 26.00 EUR | 18/06/2025 | Call |
Master data
WKN: | HD313P |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GENERALI |
Type: | Warrant |
Option type: | Call |
Strike price: | 26.00 EUR |
Maturity: | 18/06/2025 |
Issue date: | 26/02/2024 |
Last trading day: | 17/06/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 28.88 |
Leverage: | Yes |
Calculated values
Fair value: | 0.59 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.17 |
Historic volatility: | 0.14 |
Parity: | -2.61 |
Time value: | 0.81 |
Break-even: | 26.81 |
Moneyness: | 0.90 |
Premium: | 0.15 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.08 |
Spread %: | 10.96% |
Delta: | 0.35 |
Theta: | 0.00 |
Omega: | 10.16 |
Rho: | 0.07 |
Quote data
Open: | 0.7400 |
---|---|
High: | 0.7400 |
Low: | 0.6800 |
Previous Close: | 0.7400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -8.86% | ||
---|---|---|---|
1 Month | +5.88% | ||
3 Months | +67.44% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7900 | 0.7200 |
---|---|---|
1M High / 1M Low: | 0.9200 | 0.6800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7580 | |
Avg. volume 1W: | 400 | |
Avg. price 1M: | 0.7845 | |
Avg. volume 1M: | 477.2727 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 138.53% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |