UC WAR. CALL 10/24 GZF/ DE000HD79TH3 /
2024-08-30 9:45:44 PM | Chg.+0.0900 | Bid9:59:40 PM | Ask9:59:40 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6800EUR | +15.25% | 0.6800 Bid Size: 8,000 |
0.7400 Ask Size: 8,000 |
ENGIE S.A. INH. ... | 15.50 EUR | 2024-10-16 | Call |
Master data
WKN: | HD79TH |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENGIE S.A. INH. EO 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 15.50 EUR |
Maturity: | 2024-10-16 |
Issue date: | 2024-07-24 |
Last trading day: | 2024-10-15 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 21.53 |
Leverage: | Yes |
Calculated values
Fair value: | 0.66 |
---|---|
Intrinsic value: | 0.43 |
Implied volatility: | 0.20 |
Historic volatility: | 0.16 |
Parity: | 0.43 |
Time value: | 0.31 |
Break-even: | 16.24 |
Moneyness: | 1.03 |
Premium: | 0.02 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.06 |
Spread %: | 8.82% |
Delta: | 0.69 |
Theta: | -0.01 |
Omega: | 14.76 |
Rho: | 0.01 |
Quote data
Open: | 0.5900 |
---|---|
High: | 0.6800 |
Low: | 0.5900 |
Previous Close: | 0.5900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +58.14% | ||
---|---|---|---|
1 Month | +300.00% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6800 | 0.4700 |
---|---|---|
1M High / 1M Low: | 0.6800 | 0.1600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5680 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4217 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 278.76% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |