UC WAR. CALL 09/24 EJT1/ DE000HD03430 /
| 2024-07-12 11:45:56 AM | Chg.- | Bid11:57:24 AM | Ask2024-07-12 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2000EUR | - | 1.1900 Bid Size: 15,000 |
- Ask Size: 15,000 |
EASYJET PLC LS-,272... | 4.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0343 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EASYJET PLC LS-,27285714 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-07-12 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.81 |
|---|---|
| Intrinsic value: | 0.78 |
| Implied volatility: | 1.32 |
| Historic volatility: | 0.34 |
| Parity: | 0.78 |
| Time value: | 0.45 |
| Break-even: | 5.23 |
| Moneyness: | 1.20 |
| Premium: | 0.09 |
| Premium p.a.: | 1.23 |
| Spread abs.: | 0.10 |
| Spread %: | 8.85% |
| Delta: | 0.74 |
| Theta: | -0.01 |
| Omega: | 2.86 |
| Rho: | 0.00 |
Quote data
| Open: | 1.1700 |
|---|---|
| High: | 1.2000 |
| Low: | 1.1700 |
| Previous Close: | 1.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +23.71% | ||
| 3 Months | -25.00% | ||
| YTD | -25.93% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.2000 | 0.9300 |
| 6M High / 6M Low: | 2.2700 | 0.7500 |
| High (YTD): | 2024-04-08 | 2.2700 |
| Low (YTD): | 2024-07-02 | 0.7500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.0640 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5396 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 126.18% | |
| Volatility 6M: | 103.48% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
