UC WAR. CALL 06/25 SEJ1/ DE000HD1EF10 /
| 2024-07-31 3:45:06 PM | Chg.-0.2600 | Bid5:36:27 PM | Ask5:36:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2500EUR | -10.36% | 2.3100 Bid Size: 10,000 |
2.3400 Ask Size: 10,000 |
SAFRAN INH. EO... | 200.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EF1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.99 |
|---|---|
| Intrinsic value: | 0.50 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.18 |
| Parity: | 0.50 |
| Time value: | 2.05 |
| Break-even: | 225.50 |
| Moneyness: | 1.03 |
| Premium: | 0.10 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.06 |
| Spread %: | 2.41% |
| Delta: | 0.64 |
| Theta: | -0.04 |
| Omega: | 5.13 |
| Rho: | 0.93 |
Quote data
| Open: | 2.5400 |
|---|---|
| High: | 2.5400 |
| Low: | 2.2500 |
| Previous Close: | 2.5100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.17% | ||
|---|---|---|---|
| 1 Month | +4.65% | ||
| 3 Months | -16.36% | ||
| YTD | +127.27% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5100 | 2.1500 |
|---|---|---|
| 1M High / 1M Low: | 2.5700 | 2.1100 |
| 6M High / 6M Low: | 3.5400 | 1.3200 |
| High (YTD): | 2024-05-27 | 3.5400 |
| Low (YTD): | 2024-01-03 | 0.9500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3459 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.5864 | |
| Avg. volume 6M: | 18.8976 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 114.78% | |
| Volatility 6M: | 88.76% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
