UC WAR. CALL 06/25 IES/ DE000HD4VYS7 /
| 8/2/2024 9:45:17 PM | Chg.-0.1200 | Bid9:59:05 PM | Ask9:59:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7400EUR | -13.95% | 0.7200 Bid Size: 15,000 |
0.7500 Ask Size: 15,000 |
INTESA SANPAOLO | 2.80 - | 6/18/2025 | Call |
Master data
| WKN: | HD4VYS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 2.80 - |
| Maturity: | 6/18/2025 |
| Issue date: | 4/22/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.77 |
|---|---|
| Intrinsic value: | 0.64 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.22 |
| Parity: | 0.64 |
| Time value: | 0.11 |
| Break-even: | 3.55 |
| Moneyness: | 1.23 |
| Premium: | 0.03 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.03 |
| Spread %: | 4.17% |
| Delta: | 0.93 |
| Theta: | 0.00 |
| Omega: | 4.28 |
| Rho: | 0.02 |
Quote data
| Open: | 0.7300 |
|---|---|
| High: | 0.7700 |
| Low: | 0.7300 |
| Previous Close: | 0.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.92% | ||
|---|---|---|---|
| 1 Month | -12.94% | ||
| 3 Months | +7.25% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0500 | 0.7400 |
|---|---|---|
| 1M High / 1M Low: | 1.0500 | 0.7400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9055 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 89.91% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
