UC WAR. CALL 06/25 VAS/ DE000HD1EGL1 /
| 6/27/2024 1:46:31 PM | Chg.-0.0800 | Bid3:07:59 PM | Ask3:07:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4200EUR | -5.33% | 1.3800 Bid Size: 10,000 |
1.4300 Ask Size: 10,000 |
VOESTALPINE AG | 30.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD1EGL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 12/27/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.22 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.24 |
| Parity: | -4.44 |
| Time value: | 1.68 |
| Break-even: | 31.68 |
| Moneyness: | 0.85 |
| Premium: | 0.24 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.23 |
| Spread %: | 15.86% |
| Delta: | 0.38 |
| Theta: | 0.00 |
| Omega: | 5.84 |
| Rho: | 0.08 |
Quote data
| Open: | 1.5000 |
|---|---|
| High: | 1.5000 |
| Low: | 1.4200 |
| Previous Close: | 1.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -29.00% | ||
| 3 Months | -30.39% | ||
| YTD | -64.59% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5900 | 1.3900 |
|---|---|---|
| 1M High / 1M Low: | 2.0300 | 1.3000 |
| 6M High / 6M Low: | 4.1900 | 1.3000 |
| High (YTD): | 1/2/2024 | 3.9300 |
| Low (YTD): | 6/18/2024 | 1.3000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6157 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1688 | |
| Avg. volume 6M: | .3150 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 114.97% | |
| Volatility 6M: | 104.69% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
