UC WAR. CALL 06/25 SEJ1/ DE000HD1EF02 /
| 2024-07-31 3:45:48 PM | Chg.-0.340 | Bid5:03:39 PM | Ask5:03:39 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.880EUR | -5.47% | 5.940 Bid Size: 25,000 |
5.960 Ask Size: 25,000 |
SAFRAN INH. EO... | 150.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EF0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.99 |
|---|---|
| Intrinsic value: | 5.50 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.18 |
| Parity: | 5.50 |
| Time value: | 0.82 |
| Break-even: | 213.20 |
| Moneyness: | 1.37 |
| Premium: | 0.04 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.12 |
| Spread %: | 1.94% |
| Delta: | 0.90 |
| Theta: | -0.03 |
| Omega: | 2.91 |
| Rho: | 1.07 |
Quote data
| Open: | 6.020 |
|---|---|
| High: | 6.230 |
| Low: | 5.880 |
| Previous Close: | 6.220 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.91% | ||
|---|---|---|---|
| 1 Month | +4.07% | ||
| 3 Months | -5.01% | ||
| YTD | +104.88% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.220 | 5.720 |
|---|---|---|
| 1M High / 1M Low: | 6.360 | 5.640 |
| 6M High / 6M Low: | 7.470 | 3.700 |
| High (YTD): | 2024-05-27 | 7.470 |
| Low (YTD): | 2024-01-03 | 2.810 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.914 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.020 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.028 | |
| Avg. volume 6M: | 14.331 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 66.38% | |
| Volatility 6M: | 55.88% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
