UC WAR. CALL 12/24 SEJ1/ DE000HD1EEZ6 /
| 2024-08-02 11:46:00 AM | Chg.+0.0100 | Bid12:08:10 PM | Ask12:08:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.7900EUR | +0.26% | 3.7600 Bid Size: 15,000 |
3.8100 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: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.58 |
|---|---|
| Intrinsic value: | 3.33 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.19 |
| Parity: | 3.33 |
| Time value: | 0.52 |
| Break-even: | 198.50 |
| Moneyness: | 1.21 |
| Premium: | 0.03 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.14 |
| Spread %: | 3.77% |
| Delta: | 0.86 |
| Theta: | -0.04 |
| Omega: | 4.33 |
| Rho: | 0.49 |
Quote data
| Open: | 3.6400 |
|---|---|
| High: | 3.7900 |
| Low: | 3.6400 |
| Previous Close: | 3.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.38% | ||
|---|---|---|---|
| 1 Month | -17.07% | ||
| 3 Months | -21.37% | ||
| YTD | +100.53% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.9400 | 3.7800 |
|---|---|---|
| 1M High / 1M Low: | 5.0400 | 3.7800 |
| 6M High / 6M Low: | 6.1600 | 2.6100 |
| High (YTD): | 2024-05-27 | 6.1600 |
| Low (YTD): | 2024-01-03 | 1.8300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.5300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.6657 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.7813 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 106.40% | |
| Volatility 6M: | 75.42% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
