UC WAR. CALL 06/25 SEJ1/ DE000HD1EF36 /
| 2024-07-08 9:46:52 PM | Chg.+0.0800 | Bid9:59:32 PM | Ask9:59:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7000EUR | +12.90% | 0.6500 Bid Size: 8,000 |
0.7100 Ask Size: 8,000 |
SAFRAN INH. EO... | 250.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EF3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 31.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.18 |
| Parity: | -4.75 |
| Time value: | 0.65 |
| Break-even: | 256.50 |
| Moneyness: | 0.81 |
| Premium: | 0.27 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.06 |
| Spread %: | 10.17% |
| Delta: | 0.26 |
| Theta: | -0.03 |
| Omega: | 8.04 |
| Rho: | 0.43 |
Quote data
| Open: | 0.6000 |
|---|---|
| High: | 0.7000 |
| Low: | 0.6000 |
| Previous Close: | 0.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.90% | ||
|---|---|---|---|
| 1 Month | -20.45% | ||
| 3 Months | -40.17% | ||
| YTD | +100.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6700 | 0.5800 |
|---|---|---|
| 1M High / 1M Low: | 0.8500 | 0.5400 |
| 6M High / 6M Low: | 1.2800 | 0.3500 |
| High (YTD): | 2024-03-26 | 1.2800 |
| Low (YTD): | 2024-01-05 | 0.3400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6575 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8185 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 153.32% | |
| Volatility 6M: | 114.71% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
