UC WAR. CALL 07/24 IES/ DE000HD4Z834 /
| 7/3/2024 1:47:10 PM | Chg.- | Bid7/3/2024 | Ask7/3/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1300EUR | - | 0.1300 Bid Size: 125,000 |
- Ask Size: 125,000 |
INTESA SANPAOLO | 3.50 - | 7/17/2024 | Call |
Master data
| WKN: | HD4Z83 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.50 - |
| Maturity: | 7/17/2024 |
| Issue date: | 4/24/2024 |
| Last trading day: | 7/3/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 23.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.05 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.21 |
| Parity: | 0.05 |
| Time value: | 0.10 |
| Break-even: | 3.65 |
| Moneyness: | 1.01 |
| Premium: | 0.03 |
| Premium p.a.: | 2.10 |
| Spread abs.: | 0.03 |
| Spread %: | 25.00% |
| Delta: | 0.59 |
| Theta: | -0.01 |
| Omega: | 13.85 |
| Rho: | 0.00 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1400 |
| Low: | 0.1200 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.14% | ||
|---|---|---|---|
| 1 Month | -23.53% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1400 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.1400 | 0.0600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1095 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 448.33% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
