UC WAR. CALL 06/25 SIX2/ DE000HD5ESM5 /
| 11/4/2024 11:45:31 AM | Chg.-0.0100 | Bid1:14:51 PM | Ask1:14:51 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9900EUR | -1.00% | 0.9600 Bid Size: 60,000 |
0.9700 Ask Size: 60,000 |
SIXT SE ST O.N. | 70.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD5ESM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIXT SE ST O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 5/9/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.94 |
|---|---|
| Intrinsic value: | 0.30 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.32 |
| Parity: | 0.30 |
| Time value: | 0.74 |
| Break-even: | 80.30 |
| Moneyness: | 1.04 |
| Premium: | 0.10 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.07 |
| Spread %: | 7.29% |
| Delta: | 0.64 |
| Theta: | -0.02 |
| Omega: | 4.53 |
| Rho: | 0.22 |
Quote data
| Open: | 0.9100 |
|---|---|
| High: | 0.9900 |
| Low: | 0.9100 |
| Previous Close: | 1.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.16% | ||
|---|---|---|---|
| 1 Month | +62.30% | ||
| 3 Months | +102.04% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1800 | 0.9700 |
|---|---|---|
| 1M High / 1M Low: | 1.1800 | 0.6100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9319 | |
| Avg. volume 1M: | 14.2857 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 135.89% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
