UC WAR. CALL 06/25 ASG/ DE000HD5HMT6 /
2024-08-16 9:46:25 PM | Chg.+0.1300 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.2400EUR | +4.18% | 3.2000 Bid Size: 2,000 |
3.2800 Ask Size: 2,000 |
GENERALI | 21.00 EUR | 2025-06-18 | Call |
Master data
WKN: | HD5HMT |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GENERALI |
Type: | Warrant |
Option type: | Call |
Strike price: | 21.00 EUR |
Maturity: | 2025-06-18 |
Issue date: | 2024-05-13 |
Last trading day: | 2025-06-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.96 |
Leverage: | Yes |
Calculated values
Fair value: | 2.66 |
---|---|
Intrinsic value: | 1.68 |
Implied volatility: | 0.24 |
Historic volatility: | 0.15 |
Parity: | 1.68 |
Time value: | 1.58 |
Break-even: | 24.26 |
Moneyness: | 1.08 |
Premium: | 0.07 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.32 |
Spread %: | 10.88% |
Delta: | 0.72 |
Theta: | 0.00 |
Omega: | 5.04 |
Rho: | 0.11 |
Quote data
Open: | 3.0600 |
---|---|
High: | 3.2700 |
Low: | 3.0600 |
Previous Close: | 3.1100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +33.33% | ||
---|---|---|---|
1 Month | -6.09% | ||
3 Months | -18.80% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.2400 | 2.6000 |
---|---|---|
1M High / 1M Low: | 4.0600 | 2.4300 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.8840 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.2183 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 124.67% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |