UC WAR. CALL 06/25 IES/ DE000HD4VYT5 /
| 9/18/2024 1:45:55 PM | Chg.0.0000 | Bid3:15:39 PM | Ask3:15:39 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1100EUR | 0.00% | 0.1100 Bid Size: 450,000 |
0.1200 Ask Size: 450,000 |
INTESA SANPAOLO | 4.20 - | 6/18/2025 | Call |
Master data
| WKN: | HD4VYT |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.20 - |
| Maturity: | 6/18/2025 |
| Issue date: | 4/22/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 28.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.21 |
| Parity: | -0.44 |
| Time value: | 0.13 |
| Break-even: | 4.33 |
| Moneyness: | 0.90 |
| Premium: | 0.15 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.03 |
| Spread %: | 30.00% |
| Delta: | 0.34 |
| Theta: | 0.00 |
| Omega: | 9.81 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1000 |
|---|---|
| High: | 0.1100 |
| Low: | 0.1000 |
| Previous Close: | 0.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +64.18% | ||
| 3 Months | +23.60% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1100 | 0.1000 |
|---|---|---|
| 1M High / 1M Low: | 0.1100 | 0.0720 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0960 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 135.05% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
