UC WAR. CALL 06/25 SQU/ DE000HD1EF85 /
| 06/09/2024 21:45:45 | Chg.-0.0300 | Bid21:59:58 | Ask21:59:58 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7800EUR | -3.70% | 0.7100 Bid Size: 12,000 |
0.8400 Ask Size: 12,000 |
VINCI S.A. INH. EO... | 110.00 - | 18/06/2025 | 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: | 18/06/2025 |
| Issue date: | 27/12/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.99 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.76 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.17 |
| Parity: | -0.09 |
| Time value: | 0.84 |
| Break-even: | 118.40 |
| Moneyness: | 0.99 |
| Premium: | 0.09 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.13 |
| Spread %: | 18.31% |
| Delta: | 0.58 |
| Theta: | -0.02 |
| Omega: | 7.52 |
| Rho: | 0.43 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.8300 |
| Low: | 0.7800 |
| Previous Close: | 0.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.33% | ||
|---|---|---|---|
| 1 Month | +32.20% | ||
| 3 Months | -21.21% | ||
| YTD | -43.07% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8100 | 0.6700 |
|---|---|---|
| 1M High / 1M Low: | 0.8100 | 0.5400 |
| 6M High / 6M Low: | 1.6100 | 0.4600 |
| High (YTD): | 07/02/2024 | 1.6300 |
| Low (YTD): | 28/06/2024 | 0.4600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6541 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9439 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 96.91% | |
| Volatility 6M: | 128.73% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
