UC WAR. CALL 06/25 IES/ DE000HD5DB60 /
| 21/10/2024 11:45:50 | Chg.- | Bid13:13:17 | Ask21/10/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7900EUR | - | 0.7800 Bid Size: 175,000 |
- Ask Size: 175,000 |
INTESA SANPAOLO | 3.20 - | 18/06/2025 | Call |
Master data
| WKN: | HD5DB6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.20 - |
| Maturity: | 18/06/2025 |
| Issue date: | 08/05/2024 |
| Last trading day: | 21/10/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.78 |
|---|---|
| Intrinsic value: | 0.70 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.21 |
| Parity: | 0.70 |
| Time value: | 0.11 |
| Break-even: | 4.01 |
| Moneyness: | 1.22 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.01 |
| Spread %: | 1.25% |
| Delta: | 0.88 |
| Theta: | 0.00 |
| Omega: | 4.22 |
| Rho: | 0.02 |
Quote data
| Open: | 0.8000 |
|---|---|
| High: | 0.8000 |
| Low: | 0.7900 |
| Previous Close: | 0.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +9.72% | ||
| 3 Months | +88.10% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.8100 | 0.7300 |
| 6M High / 6M Low: | 0.8100 | 0.3700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.7650 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5609 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 53.98% | |
| Volatility 6M: | 107.97% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
