UC WAR. CALL 12/24 SEJ1/ DE000HD21ZF6 /
| 13/11/2024 21:45:11 | Chg.+0.1600 | Bid21:59:09 | Ask21:59:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4100EUR | +12.80% | 1.3900 Bid Size: 3,000 |
1.4700 Ask Size: 3,000 |
SAFRAN INH. EO... | 210.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD21ZF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 210.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 23/01/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.97 |
|---|---|
| Intrinsic value: | 0.69 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.19 |
| Parity: | 0.69 |
| Time value: | 0.62 |
| Break-even: | 223.10 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.08 |
| Spread %: | 6.50% |
| Delta: | 0.65 |
| Theta: | -0.13 |
| Omega: | 10.80 |
| Rho: | 0.12 |
Quote data
| Open: | 1.1600 |
|---|---|
| High: | 1.4100 |
| Low: | 1.1600 |
| Previous Close: | 1.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.08% | ||
|---|---|---|---|
| 1 Month | +48.42% | ||
| 3 Months | +116.92% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8700 | 1.2500 |
|---|---|---|
| 1M High / 1M Low: | 1.8700 | 0.8600 |
| 6M High / 6M Low: | 2.1400 | 0.5100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1964 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1344 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 244.00% | |
| Volatility 6M: | 189.83% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
