UC WAR. CALL 06/25 SEJ1/ DE000HD1EF28 /
| 10/11/2024 9:45:33 AM | Chg.-0.0300 | Bid10:51:10 AM | Ask10:51:10 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1900EUR | -2.46% | 1.1900 Bid Size: 40,000 |
1.2000 Ask Size: 40,000 |
SAFRAN INH. EO... | 220.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD1EF2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 12/27/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.72 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.19 |
| Parity: | -1.87 |
| Time value: | 1.26 |
| Break-even: | 232.60 |
| Moneyness: | 0.92 |
| Premium: | 0.16 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.07 |
| Spread %: | 5.88% |
| Delta: | 0.43 |
| Theta: | -0.04 |
| Omega: | 6.84 |
| Rho: | 0.50 |
Quote data
| Open: | 1.1900 |
|---|---|
| High: | 1.1900 |
| Low: | 1.1900 |
| Previous Close: | 1.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.72% | ||
|---|---|---|---|
| 1 Month | +16.67% | ||
| 3 Months | -19.59% | ||
| YTD | +85.94% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5600 | 1.2200 |
|---|---|---|
| 1M High / 1M Low: | 1.8900 | 1.0200 |
| 6M High / 6M Low: | 2.3600 | 0.8500 |
| High (YTD): | 5/27/2024 | 2.3600 |
| Low (YTD): | 1/3/2024 | 0.6100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4641 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5320 | |
| Avg. volume 6M: | 4.6154 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 165.93% | |
| Volatility 6M: | 119.92% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
