UC WAR. CALL 06/25 IES/  DE000HD43BC8  /

gettex
2024-07-08  9:46:10 PM Chg.0.0000 Bid9:59:40 PM Ask9:59:40 PM Underlying Strike price Expiration date Option type
0.0610EUR 0.00% 0.0390
Bid Size: 35,000
0.0750
Ask Size: 35,000
INTESA SANPAOLO 4.50 - 2025-06-18 Call
 

Master data

WKN: HD43BC
Issuer: UniCredit
Currency: EUR
Underlying: INTESA SANPAOLO
Type: Warrant
Option type: Call
Strike price: 4.50 -
Maturity: 2025-06-18
Issue date: 2024-03-25
Last trading day: 2025-06-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 46.10
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.21
Parity: -0.95
Time value: 0.08
Break-even: 4.58
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.31
Spread abs.: 0.04
Spread %: 87.80%
Delta: 0.20
Theta: 0.00
Omega: 9.23
Rho: 0.01
 

Quote data

Open: 0.0610
High: 0.0610
Low: 0.0610
Previous Close: 0.0610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.69%
1 Month
  -16.44%
3 Months  
+56.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.0640 0.0600
1M High / 1M Low: 0.0680 0.0420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.0622
Avg. volume 1W:   0.0000
Avg. price 1M:   0.0583
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -