UC WAR. CALL 06/25 MCHA/ DE000HD1EDU9 /
| 9/17/2024 9:46:29 PM | Chg.+0.0100 | Bid9/17/2024 | Ask9/17/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7700EUR | +1.32% | 0.7700 Bid Size: 20,000 |
0.7800 Ask Size: 20,000 |
Cie Generale des Eta... | 30.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD1EDU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Cie Generale des Etablissements Michelin SA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 12/27/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.62 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.17 |
| Parity: | 0.62 |
| Time value: | 0.17 |
| Break-even: | 37.90 |
| Moneyness: | 1.21 |
| Premium: | 0.05 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 5.33% |
| Delta: | 0.83 |
| Theta: | -0.01 |
| Omega: | 3.83 |
| Rho: | 0.17 |
Quote data
| Open: | 0.7700 |
|---|---|
| High: | 0.7700 |
| Low: | 0.7700 |
| Previous Close: | 0.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.00% | ||
|---|---|---|---|
| 1 Month | +16.67% | ||
| 3 Months | -15.38% | ||
| YTD | +54.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7600 | 0.7000 |
|---|---|---|
| 1M High / 1M Low: | 0.7600 | 0.6700 |
| 6M High / 6M Low: | 1.0100 | 0.5900 |
| High (YTD): | 6/13/2024 | 1.0100 |
| Low (YTD): | 1/17/2024 | 0.3500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7029 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7538 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 43.54% | |
| Volatility 6M: | 63.37% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
