UC WAR. CALL 10/24 GZF/ DE000HD79TJ9 /
| 8/30/2024 9:46:52 PM | Chg.+0.0600 | Bid9:59:05 PM | Ask9:59:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3700EUR | +19.35% | 0.3700 Bid Size: 12,000 |
0.4300 Ask Size: 12,000 |
ENGIE S.A. INH. ... | 16.00 EUR | 10/16/2024 | 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 EUR |
| Maturity: | 10/16/2024 |
| Issue date: | 7/24/2024 |
| Last trading day: | 10/15/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 37.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.16 |
| Parity: | -0.07 |
| Time value: | 0.43 |
| Break-even: | 16.43 |
| Moneyness: | 1.00 |
| Premium: | 0.03 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.06 |
| Spread %: | 16.22% |
| Delta: | 0.51 |
| Theta: | -0.01 |
| Omega: | 19.05 |
| Rho: | 0.01 |
Quote data
| Open: | 0.3000 |
|---|---|
| High: | 0.3700 |
| Low: | 0.3000 |
| Previous Close: | 0.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +76.19% | ||
|---|---|---|---|
| 1 Month | +428.57% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3700 | 0.2300 |
|---|---|---|
| 1M High / 1M Low: | 0.3700 | 0.0700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2273 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 464.61% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
