UC WAR. CALL 08/24 SGE/ DE000HD6RY66 /
| 2024-07-31 1:46:13 PM | Chg.+0.0400 | Bid3:24:04 PM | Ask2024-07-31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0300EUR | +1.34% | 2.9600 Bid Size: 15,000 |
- Ask Size: 15,000 |
STE GENERALE INH. EO... | 21.00 - | 2024-08-14 | Call |
Master data
| WKN: | HD6RY6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STE GENERALE INH. EO 1,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 21.00 - |
| Maturity: | 2024-08-14 |
| Issue date: | 2024-07-01 |
| Last trading day: | 2024-08-13 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.93 |
|---|---|
| Intrinsic value: | 2.90 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.25 |
| Parity: | 2.90 |
| Time value: | 0.17 |
| Break-even: | 24.06 |
| Moneyness: | 1.14 |
| Premium: | 0.01 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.07 |
| Spread %: | 2.34% |
| Delta: | 0.90 |
| Theta: | -0.02 |
| Omega: | 6.99 |
| Rho: | 0.01 |
Quote data
| Open: | 3.0700 |
|---|---|
| High: | 3.0700 |
| Low: | 2.9800 |
| Previous Close: | 2.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.34% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0900 | 2.8900 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.0060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
