UC WAR. CALL 12/24 SEJ1/ DE000HD1EEZ6 /
| 2024-09-19 11:45:18 AM | Chg.- | Bid1:17:50 PM | Ask2024-09-19 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.9300EUR | - | 4.9600 Bid Size: 15,000 |
- Ask Size: 15,000 |
SAFRAN INH. EO... | 160.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD1EEZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2024-09-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.54 |
|---|---|
| Intrinsic value: | 4.44 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.19 |
| Parity: | 4.44 |
| Time value: | 0.51 |
| Break-even: | 209.50 |
| Moneyness: | 1.28 |
| Premium: | 0.02 |
| Premium p.a.: | 0.14 |
| Spread abs.: | -0.14 |
| Spread %: | -2.75% |
| Delta: | 0.86 |
| Theta: | -0.09 |
| Omega: | 3.57 |
| Rho: | 0.24 |
Quote data
| Open: | 4.6000 |
|---|---|
| High: | 4.9300 |
| Low: | 4.6000 |
| Previous Close: | 4.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +30.42% | ||
| 3 Months | +4.45% | ||
| YTD | +160.85% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 4.9300 | 3.7800 |
| 6M High / 6M Low: | 6.1600 | 3.5500 |
| High (YTD): | 2024-05-27 | 6.1600 |
| Low (YTD): | 2024-01-03 | 1.8300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 4.3856 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.7610 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 99.08% | |
| Volatility 6M: | 73.89% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
