UC WAR. CALL 06/25 IBE1/ DE000HD1EDP9 /
9/11/2024 9:45:03 AM | Chg.-0.0300 | Bid11:27:35 AM | Ask11:27:35 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.7600EUR | -1.68% | 1.7700 Bid Size: 30,000 |
1.7800 Ask Size: 30,000 |
IBERDROLA INH. EO... | 12.00 - | 6/18/2025 | Call |
Master data
WKN: | HD1EDP |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | IBERDROLA INH. EO -,75 |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.00 - |
Maturity: | 6/18/2025 |
Issue date: | 12/27/2023 |
Last trading day: | 6/17/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.29 |
Leverage: | Yes |
Calculated values
Fair value: | 1.82 |
---|---|
Intrinsic value: | 1.34 |
Implied volatility: | 0.16 |
Historic volatility: | 0.16 |
Parity: | 1.34 |
Time value: | 0.49 |
Break-even: | 13.83 |
Moneyness: | 1.11 |
Premium: | 0.04 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.04 |
Spread %: | 2.23% |
Delta: | 0.84 |
Theta: | 0.00 |
Omega: | 6.13 |
Rho: | 0.07 |
Quote data
Open: | 1.8000 |
---|---|
High: | 1.8000 |
Low: | 1.7600 |
Previous Close: | 1.7900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +18.92% | ||
---|---|---|---|
1 Month | +77.78% | ||
3 Months | +93.41% | ||
YTD | +87.23% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.8100 | 1.4800 |
---|---|---|
1M High / 1M Low: | 1.8100 | 0.9800 |
6M High / 6M Low: | 1.8100 | 0.4400 |
High (YTD): | 9/9/2024 | 1.8100 |
Low (YTD): | 2/28/2024 | 0.3300 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.6660 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.3368 | |
Avg. volume 1M: | 4.5455 | |
Avg. price 6M: | 0.9102 | |
Avg. volume 6M: | .7752 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 92.08% | |
Volatility 6M: | 107.43% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |