UC WAR. CALL 06/25 ASG/ DE000HD5HMT6 /
| 9/27/2024 3:46:28 PM | Chg.+0.040 | Bid4:05:54 PM | Ask4:05:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.570EUR | +0.72% | 5.570 Bid Size: 14,000 |
5.590 Ask Size: 14,000 |
GENERALI | 21.00 EUR | 6/18/2025 | Call |
Master data
| WKN: | HD5HMT |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GENERALI |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 21.00 EUR |
| Maturity: | 6/18/2025 |
| Issue date: | 5/13/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.49 |
|---|---|
| Intrinsic value: | 4.95 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.15 |
| Parity: | 4.95 |
| Time value: | 0.64 |
| Break-even: | 26.59 |
| Moneyness: | 1.24 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.09 |
| Spread %: | 1.64% |
| Delta: | 0.93 |
| Theta: | 0.00 |
| Omega: | 4.33 |
| Rho: | 0.13 |
Quote data
| Open: | 5.400 |
|---|---|
| High: | 5.580 |
| Low: | 5.360 |
| Previous Close: | 5.530 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.72% | ||
|---|---|---|---|
| 1 Month | +35.19% | ||
| 3 Months | +60.98% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.580 | 5.500 |
|---|---|---|
| 1M High / 1M Low: | 5.630 | 4.120 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.542 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.977 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 70.43% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
