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: | 3.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.83 |
|---|---|
| Intrinsic value: | 5.48 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.19 |
| Parity: | 5.48 |
| Time value: | 0.90 |
| Break-even: | 213.80 |
| Moneyness: | 1.37 |
| Premium: | 0.04 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.57 |
| Spread %: | 9.81% |
| Delta: | 0.87 |
| Theta: | -0.04 |
| Omega: | 2.79 |
| Rho: | 0.78 |
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: | - |
