UC WAR. CALL 06/25 SQU/ DE000HD1EF85 /
| 2024-08-01 9:45:43 PM | Chg.-0.1300 | Bid2024-08-01 | Ask2024-08-01 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5700EUR | -18.57% | 0.5400 Bid Size: 10,000 |
0.6100 Ask Size: 10,000 |
VINCI S.A. INH. EO... | 110.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EF8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.62 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.17 |
| Parity: | -0.44 |
| Time value: | 0.70 |
| Break-even: | 117.00 |
| Moneyness: | 0.96 |
| Premium: | 0.11 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.03 |
| Spread %: | 4.48% |
| Delta: | 0.51 |
| Theta: | -0.02 |
| Omega: | 7.77 |
| Rho: | 0.42 |
Quote data
| Open: | 0.6300 |
|---|---|
| High: | 0.6400 |
| Low: | 0.5700 |
| Previous Close: | 0.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.94% | ||
|---|---|---|---|
| 1 Month | +9.62% | ||
| 3 Months | -46.23% | ||
| YTD | -58.39% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8400 | 0.6400 |
|---|---|---|
| 1M High / 1M Low: | 0.8400 | 0.5200 |
| 6M High / 6M Low: | 1.6300 | 0.4600 |
| High (YTD): | 2024-02-07 | 1.6300 |
| Low (YTD): | 2024-06-28 | 0.4600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6717 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1035 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 165.98% | |
| Volatility 6M: | 125.30% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
