UC WAR. CALL 12/24 IES/ DE000HD3KDQ0 /
| 2024-08-01 1:46:27 PM | Chg.-0.0400 | Bid2:35:21 PM | Ask2:35:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | -20.00% | 0.1400 Bid Size: 200,000 |
0.1500 Ask Size: 200,000 |
INTESA SANPAOLO | 3.80 - | 2024-12-18 | Call |
Master data
| WKN: | HD3KDQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.80 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-03-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.22 |
| Parity: | -0.05 |
| Time value: | 0.22 |
| Break-even: | 4.02 |
| Moneyness: | 0.99 |
| Premium: | 0.07 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.04 |
| Spread %: | 22.22% |
| Delta: | 0.53 |
| Theta: | 0.00 |
| Omega: | 9.05 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1700 |
|---|---|
| High: | 0.1700 |
| Low: | 0.1600 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.88% | ||
|---|---|---|---|
| 1 Month | +14.29% | ||
| 3 Months | +23.08% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2200 | 0.1700 |
|---|---|---|
| 1M High / 1M Low: | 0.2200 | 0.1300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1565 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 132.42% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
