UC WAR. CALL 08/24 GZF/ DE000HD6C267 /
| 31/07/2024 13:47:13 | Chg.- | Bid15:23:16 | Ask31/07/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0700EUR | - | 1.0600 Bid Size: 30,000 |
- Ask Size: 30,000 |
ENGIE S.A. INH. ... | 13.50 - | 14/08/2024 | Call |
Master data
| WKN: | HD6C26 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENGIE S.A. INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.50 - |
| Maturity: | 14/08/2024 |
| Issue date: | 18/06/2024 |
| Last trading day: | 01/08/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.43 |
|---|---|
| Intrinsic value: | 1.42 |
| Implied volatility: | - |
| Historic volatility: | 0.16 |
| Parity: | 1.42 |
| Time value: | -0.35 |
| Break-even: | 14.57 |
| Moneyness: | 1.11 |
| Premium: | -0.02 |
| Premium p.a.: | -0.55 |
| Spread abs.: | -0.04 |
| Spread %: | -3.60% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.1000 |
|---|---|
| High: | 1.1300 |
| Low: | 1.0700 |
| Previous Close: | 1.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.00% | ||
|---|---|---|---|
| 1 Month | +12.63% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0700 | 1.0200 |
|---|---|---|
| 1M High / 1M Low: | 1.0700 | 0.6200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0467 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8655 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 137.75% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
