UC WAR. CALL 06/25 SEJ1/ DE000HD1EF28 /
| 2024-09-04 9:45:48 PM | Chg.+0.0100 | Bid9:59:43 PM | Ask9:59:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9100EUR | +1.11% | 0.8800 Bid Size: 6,000 |
0.9400 Ask Size: 6,000 |
SAFRAN INH. EO... | 220.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EF2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.58 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | -2.56 |
| Time value: | 0.93 |
| Break-even: | 229.30 |
| Moneyness: | 0.88 |
| Premium: | 0.18 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.06 |
| Spread %: | 6.90% |
| Delta: | 0.37 |
| Theta: | -0.03 |
| Omega: | 7.66 |
| Rho: | 0.49 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.9200 |
| Low: | 0.7900 |
| Previous Close: | 0.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.51% | ||
|---|---|---|---|
| 1 Month | -9.90% | ||
| 3 Months | -56.04% | ||
| YTD | +42.19% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1000 | 0.9000 |
|---|---|---|
| 1M High / 1M Low: | 1.1000 | 0.9000 |
| 6M High / 6M Low: | 2.3600 | 0.9000 |
| High (YTD): | 2024-05-27 | 2.3600 |
| Low (YTD): | 2024-01-03 | 0.6100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0150 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6505 | |
| Avg. volume 6M: | 4.6512 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 72.98% | |
| Volatility 6M: | 103.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
