UC WAR. CALL 06/25 IES/ DE000HD572Q3 /
| 11/15/2024 9:45:01 PM | Chg.-0.0100 | Bid9:59:21 PM | Ask9:59:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | -4.00% | 0.0100 Bid Size: 45,000 |
0.4500 Ask Size: 45,000 |
INTESA SANPAOLO | 3.80 - | 6/18/2025 | Call |
Master data
| WKN: | HD572Q |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.80 - |
| Maturity: | 6/18/2025 |
| Issue date: | 5/2/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.11 |
| Implied volatility: | 0.13 |
| Historic volatility: | 0.21 |
| Parity: | 0.11 |
| Time value: | 0.15 |
| Break-even: | 4.05 |
| Moneyness: | 1.03 |
| Premium: | 0.04 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.01 |
| Spread %: | 4.17% |
| Delta: | 0.70 |
| Theta: | 0.00 |
| Omega: | 10.91 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2400 |
|---|---|
| High: | 0.2400 |
| Low: | 0.2400 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.35% | ||
|---|---|---|---|
| 1 Month | -17.24% | ||
| 3 Months | +60.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2500 | 0.2000 |
|---|---|---|
| 1M High / 1M Low: | 0.3800 | 0.2000 |
| 6M High / 6M Low: | 0.3800 | 0.1200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2883 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2280 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 162.18% | |
| Volatility 6M: | 139.36% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
