UC WAR. CALL 11/24 GZF/ DE000HD8DQJ1 /
| 2024-09-06 9:46:24 PM | Chg.+0.0200 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6200EUR | +3.33% | 0.6000 Bid Size: 6,000 |
0.8600 Ask Size: 6,000 |
ENGIE S.A. INH. ... | 16.00 EUR | 2024-11-13 | Call |
Master data
| WKN: | HD8DQJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENGIE S.A. INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 EUR |
| Maturity: | 2024-11-13 |
| Issue date: | 2024-09-02 |
| Last trading day: | 2024-11-12 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.56 |
|---|---|
| Intrinsic value: | 0.12 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.16 |
| Parity: | 0.12 |
| Time value: | 0.75 |
| Break-even: | 16.86 |
| Moneyness: | 1.01 |
| Premium: | 0.05 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.26 |
| Spread %: | 43.33% |
| Delta: | 0.57 |
| Theta: | -0.01 |
| Omega: | 10.67 |
| Rho: | 0.02 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.6600 |
| Low: | 0.5900 |
| Previous Close: | 0.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | - | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| 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: | - |
