UC WAR. CALL 12/24 SEJ1/ DE000HD21ZF6 /
| 2024-07-31 3:46:45 PM | Chg.-0.2200 | Bid5:17:12 PM | Ask5:17:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0100EUR | -17.89% | 1.0300 Bid Size: 50,000 |
1.0400 Ask Size: 50,000 |
SAFRAN INH. EO... | 210.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD21ZF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 210.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.82 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.18 |
| Parity: | -0.50 |
| Time value: | 1.28 |
| Break-even: | 222.80 |
| Moneyness: | 0.98 |
| Premium: | 0.09 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.06 |
| Spread %: | 4.92% |
| Delta: | 0.51 |
| Theta: | -0.06 |
| Omega: | 8.16 |
| Rho: | 0.35 |
Quote data
| Open: | 1.2300 |
|---|---|
| High: | 1.2300 |
| Low: | 1.0100 |
| Previous Close: | 1.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.02% | ||
|---|---|---|---|
| 1 Month | +2.02% | ||
| 3 Months | -30.82% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2300 | 0.9800 |
|---|---|---|
| 1M High / 1M Low: | 1.2700 | 0.9500 |
| 6M High / 6M Low: | 2.1400 | 0.6000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1064 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4022 | |
| Avg. volume 6M: | 1.6220 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 176.08% | |
| Volatility 6M: | 128.91% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
