UC WAR. CALL 10/24 GZF/ DE000HD79TJ9 /
| 02/10/2024 13:46:19 | Chg.- | Bid14:26:50 | Ask02/10/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0670EUR | - | 0.0700 Bid Size: 60,000 |
- Ask Size: 60,000 |
ENGIE S.A. INH. ... | 16.00 - | 16/10/2024 | Call |
Master data
| WKN: | HD79TJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENGIE S.A. INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 16/10/2024 |
| Issue date: | 24/07/2024 |
| Last trading day: | 02/10/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 230.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.16 |
| Parity: | -0.58 |
| Time value: | 0.07 |
| Break-even: | 16.07 |
| Moneyness: | 0.96 |
| Premium: | 0.04 |
| Premium p.a.: | 2.91 |
| Spread abs.: | 0.03 |
| Spread %: | 67.50% |
| Delta: | 0.20 |
| Theta: | -0.01 |
| Omega: | 44.97 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0800 |
|---|---|
| High: | 0.0830 |
| Low: | 0.0670 |
| Previous Close: | 0.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -44.17% | ||
|---|---|---|---|
| 1 Month | -84.77% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1100 | 0.0670 |
|---|---|---|
| 1M High / 1M Low: | 0.4400 | 0.0670 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0890 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2525 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 404.64% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
