UC WAR. CALL 12/24 SEJ1/ DE000HD21ZF6 /
| 9/6/2024 9:46:34 PM | Chg.0.0000 | Bid9:59:17 PM | Ask9:59:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5100EUR | 0.00% | 0.3700 Bid Size: 10,000 |
0.6000 Ask Size: 10,000 |
SAFRAN INH. EO... | 210.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD21ZF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 210.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/23/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 34.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.25 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.19 |
| Parity: | -1.74 |
| Time value: | 0.56 |
| Break-even: | 215.60 |
| Moneyness: | 0.92 |
| Premium: | 0.12 |
| Premium p.a.: | 0.49 |
| Spread abs.: | 0.06 |
| Spread %: | 12.00% |
| Delta: | 0.33 |
| Theta: | -0.05 |
| Omega: | 11.26 |
| Rho: | 0.16 |
Quote data
| Open: | 0.5000 |
|---|---|
| High: | 0.6200 |
| Low: | 0.5000 |
| Previous Close: | 0.5100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -32.00% | ||
|---|---|---|---|
| 1 Month | -15.00% | ||
| 3 Months | -71.35% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7500 | 0.5100 |
|---|---|---|
| 1M High / 1M Low: | 0.7500 | 0.5100 |
| 6M High / 6M Low: | 2.1400 | 0.5100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6570 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3422 | |
| Avg. volume 6M: | 1.5969 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 105.73% | |
| Volatility 6M: | 134.82% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
