UC WAR. CALL 12/24 SEJ1/ DE000HD1EEZ6 /
| 2024-07-31 3:47:07 PM | Chg.-0.3500 | Bid5:36:27 PM | Ask5:36:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.5900EUR | -7.09% | 4.6800 Bid Size: 8,000 |
4.7400 Ask Size: 8,000 |
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: | 4.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.73 |
|---|---|
| Intrinsic value: | 4.50 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.18 |
| Parity: | 4.50 |
| Time value: | 0.51 |
| Break-even: | 210.10 |
| Moneyness: | 1.28 |
| Premium: | 0.02 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.12 |
| Spread %: | 2.45% |
| Delta: | 0.89 |
| Theta: | -0.05 |
| Omega: | 3.64 |
| Rho: | 0.51 |
Quote data
| Open: | 4.6900 |
|---|---|
| High: | 4.9100 |
| Low: | 4.5900 |
| Previous Close: | 4.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.68% | ||
|---|---|---|---|
| 1 Month | +5.28% | ||
| 3 Months | -6.14% | ||
| YTD | +142.86% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.9400 | 4.4300 |
|---|---|---|
| 1M High / 1M Low: | 5.0400 | 4.3300 |
| 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: | 4.6180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.7086 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.7561 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 84.61% | |
| Volatility 6M: | 70.08% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
