UC WAR. CALL 06/25 TNE5/ DE000HD1EFH1 /
| 2024-06-24 11:46:40 AM | Chg.- | Bid11:58:11 AM | Ask2024-06-24 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1500EUR | - | 1.1500 Bid Size: 50,000 |
- Ask Size: 50,000 |
TELEFONICA INH. ... | 3.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EFH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TELEFONICA INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2024-06-24 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.11 |
|---|---|
| Intrinsic value: | 0.99 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.19 |
| Parity: | 0.99 |
| Time value: | 0.17 |
| Break-even: | 4.16 |
| Moneyness: | 1.33 |
| Premium: | 0.04 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.01 |
| Spread %: | 0.87% |
| Delta: | 0.90 |
| Theta: | 0.00 |
| Omega: | 3.09 |
| Rho: | 0.02 |
Quote data
| Open: | 1.1600 |
|---|---|
| High: | 1.1600 |
| Low: | 1.1400 |
| Previous Close: | 1.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.86% | ||
|---|---|---|---|
| 1 Month | -4.96% | ||
| 3 Months | +6.48% | ||
| YTD | +71.64% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1500 | 1.1500 |
|---|---|---|
| 1M High / 1M Low: | 1.4400 | 1.0700 |
| 6M High / 6M Low: | 1.4400 | 0.6600 |
| High (YTD): | 2024-06-04 | 1.4400 |
| Low (YTD): | 2024-02-16 | 0.6600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2326 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9944 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 65.62% | |
| Volatility 6M: | 58.64% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
