UC WAR. CALL 06/25 IBE1/ DE000HD4VTS7 /
| 11/15/2024 11:45:53 AM | Chg.+0.1000 | Bid12:54:30 PM | Ask12:54:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3000EUR | +8.33% | 1.2700 Bid Size: 35,000 |
1.2800 Ask Size: 35,000 |
IBERDROLA INH. EO... | 12.50 - | 6/18/2025 | Call |
Master data
| WKN: | HD4VTS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | IBERDROLA INH. EO -,75 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.50 - |
| Maturity: | 6/18/2025 |
| Issue date: | 4/22/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.31 |
|---|---|
| Intrinsic value: | 0.87 |
| Implied volatility: | 0.12 |
| Historic volatility: | 0.16 |
| Parity: | 0.87 |
| Time value: | 0.35 |
| Break-even: | 13.72 |
| Moneyness: | 1.07 |
| Premium: | 0.03 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.04 |
| Spread %: | 3.39% |
| Delta: | 0.83 |
| Theta: | 0.00 |
| Omega: | 9.07 |
| Rho: | 0.06 |
Quote data
| Open: | 1.1900 |
|---|---|
| High: | 1.3000 |
| Low: | 1.1900 |
| Previous Close: | 1.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.33% | ||
|---|---|---|---|
| 1 Month | -32.29% | ||
| 3 Months | +60.49% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2600 | 1.1500 |
|---|---|---|
| 1M High / 1M Low: | 2.0000 | 1.1000 |
| 6M High / 6M Low: | 2.0000 | 0.5900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5978 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0865 | |
| Avg. volume 6M: | 68.9545 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 143.78% | |
| Volatility 6M: | 125.58% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
