UC WAR. CALL 06/25 SEJ1/ DE000HD1EF28 /
2024-07-08 9:45:01 PM | Chg.+0.1300 | Bid9:59:47 PM | Ask9:59:47 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.5800EUR | +8.97% | 1.5300 Bid Size: 6,000 |
1.5900 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: | 13.59 |
Leverage: | Yes |
Calculated values
Fair value: | 0.96 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.18 |
Parity: | -1.75 |
Time value: | 1.49 |
Break-even: | 234.90 |
Moneyness: | 0.92 |
Premium: | 0.16 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.06 |
Spread %: | 4.20% |
Delta: | 0.47 |
Theta: | -0.04 |
Omega: | 6.32 |
Rho: | 0.75 |
Quote data
Open: | 1.4100 |
---|---|
High: | 1.6000 |
Low: | 1.4100 |
Previous Close: | 1.4500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +14.49% | ||
---|---|---|---|
1 Month | -15.51% | ||
3 Months | -20.20% | ||
YTD | +146.88% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5800 | 1.3800 |
---|---|---|
1M High / 1M Low: | 1.8500 | 1.2500 |
6M High / 6M Low: | 2.3600 | 0.6400 |
High (YTD): | 2024-05-27 | 2.3600 |
Low (YTD): | 2024-01-03 | 0.6100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.4860 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.4962 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.6083 | |
Avg. volume 6M: | 4.7244 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 129.76% | |
Volatility 6M: | 98.00% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |