UC WAR. CALL 12/24 ESL/ DE000HD137D3 /
| 31/07/2024 21:45:34 | Chg.+0.0100 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5600EUR | +0.65% | 1.5000 Bid Size: 4,000 |
1.5700 Ask Size: 4,000 |
ESSILORLUXO. INH. EO... | 210.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD137D |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 210.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 05/12/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.22 |
|---|---|
| Intrinsic value: | 0.22 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.18 |
| Parity: | 0.22 |
| Time value: | 1.37 |
| Break-even: | 225.90 |
| Moneyness: | 1.01 |
| Premium: | 0.06 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.07 |
| Spread %: | 4.61% |
| Delta: | 0.59 |
| Theta: | -0.06 |
| Omega: | 7.90 |
| Rho: | 0.42 |
Quote data
| Open: | 1.4900 |
|---|---|
| High: | 1.7000 |
| Low: | 1.4900 |
| Previous Close: | 1.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +110.81% | ||
|---|---|---|---|
| 1 Month | +43.12% | ||
| 3 Months | +44.44% | ||
| YTD | +126.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5500 | 0.7400 |
|---|---|---|
| 1M High / 1M Low: | 1.5500 | 0.4800 |
| 6M High / 6M Low: | 1.7900 | 0.4800 |
| High (YTD): | 20/03/2024 | 1.7900 |
| Low (YTD): | 24/01/2024 | 0.4600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9295 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2018 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 341.97% | |
| Volatility 6M: | 180.64% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
