UC WAR. CALL 06/25 SEJ1/ DE000HD1EF02 /
| 2024-10-11 11:46:21 AM | Chg.+0.050 | Bid11:46:57 AM | Ask11:46:57 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.800EUR | +0.87% | 5.810 Bid Size: 15,000 |
5.840 Ask Size: 15,000 |
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: | 3.45 |
| 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: | 5.800 |
| Low: | 5.700 |
| Previous Close: | 5.750 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.95% | ||
|---|---|---|---|
| 1 Month | +8.21% | ||
| 3 Months | -6.45% | ||
| YTD | +102.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.370 | 5.750 |
|---|---|---|
| 1M High / 1M Low: | 7.090 | 5.360 |
| 6M High / 6M Low: | 7.470 | 4.820 |
| High (YTD): | 2024-05-27 | 7.470 |
| Low (YTD): | 2024-01-03 | 2.810 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.014 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.286 | |
| Avg. volume 1M: | 10.909 | |
| Avg. price 6M: | 6.110 | |
| Avg. volume 6M: | 4.308 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 71.58% | |
| Volatility 6M: | 58.93% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
