UC WAR. CALL 06/25 IBE1/ DE000HD1EDN4 /
10/09/2024 15:46:28 | Chg.-0.0400 | Bid16:38:56 | Ask16:38:56 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.6000EUR | -1.52% | 2.6100 Bid Size: 25,000 |
2.6200 Ask Size: 25,000 |
IBERDROLA INH. EO... | 11.00 - | 18/06/2025 | Call |
Master data
WKN: | HD1EDN |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | IBERDROLA INH. EO -,75 |
Type: | Warrant |
Option type: | Call |
Strike price: | 11.00 - |
Maturity: | 18/06/2025 |
Issue date: | 27/12/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.99 |
Leverage: | Yes |
Calculated values
Fair value: | 2.67 |
---|---|
Intrinsic value: | 2.33 |
Implied volatility: | 0.16 |
Historic volatility: | 0.16 |
Parity: | 2.33 |
Time value: | 0.34 |
Break-even: | 13.67 |
Moneyness: | 1.21 |
Premium: | 0.03 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.04 |
Spread %: | 1.52% |
Delta: | 0.95 |
Theta: | 0.00 |
Omega: | 4.72 |
Rho: | 0.08 |
Quote data
Open: | 2.6100 |
---|---|
High: | 2.6700 |
Low: | 2.6000 |
Previous Close: | 2.6400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +21.50% | ||
---|---|---|---|
1 Month | +59.51% | ||
3 Months | +71.05% | ||
YTD | +76.87% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.6400 | 2.1400 |
---|---|---|
1M High / 1M Low: | 2.6400 | 1.6200 |
6M High / 6M Low: | 2.6400 | 0.8100 |
High (YTD): | 09/09/2024 | 2.6400 |
Low (YTD): | 28/02/2024 | 0.6400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.3760 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.0505 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.4798 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 70.41% | |
Volatility 6M: | 83.89% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |