UC WAR. CALL 06/25 SEJ1/ DE000HD1EF02 /
11/10/2024 21:46:48 | Chg.+0.310 | Bid21:59:00 | Ask21:59:00 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.060EUR | +5.39% | 5.810 Bid Size: 2,000 |
6.380 Ask Size: 2,000 |
SAFRAN INH. EO... | 150.00 - | 18/06/2025 | Call |
Master data
WKN: | HD1EF0 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SAFRAN INH. EO -,20 |
Type: | Warrant |
Option type: | Call |
Strike price: | 150.00 - |
Maturity: | 18/06/2025 |
Issue date: | 27/12/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.45 |
Leverage: | Yes |
Calculated values
Fair value: | 5.48 |
---|---|
Intrinsic value: | 5.13 |
Implied volatility: | 0.36 |
Historic volatility: | 0.19 |
Parity: | 5.13 |
Time value: | 0.71 |
Break-even: | 208.40 |
Moneyness: | 1.34 |
Premium: | 0.04 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.14 |
Spread %: | 2.46% |
Delta: | 0.89 |
Theta: | -0.03 |
Omega: | 3.06 |
Rho: | 0.82 |
Quote data
Open: | 5.700 |
---|---|
High: | 6.060 |
Low: | 5.700 |
Previous Close: | 5.750 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -4.87% | ||
---|---|---|---|
1 Month | +2.89% | ||
3 Months | -2.26% | ||
YTD | +111.15% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.060 | 5.750 |
---|---|---|
1M High / 1M Low: | 7.090 | 5.710 |
6M High / 6M Low: | 7.470 | 4.820 |
High (YTD): | 27/05/2024 | 7.470 |
Low (YTD): | 03/01/2024 | 2.810 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.952 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 6.318 | |
Avg. volume 1M: | 10.909 | |
Avg. price 6M: | 6.107 | |
Avg. volume 6M: | 4.308 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 65.58% | |
Volatility 6M: | 59.36% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |