UC WAR. CALL 12/24 SEJ1/ DE000HD7T4D1 /
| 2024-10-11 9:46:55 PM | Chg.+0.2500 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1700EUR | +13.02% | 2.1400 Bid Size: 2,000 |
2.4300 Ask Size: 2,000 |
SAFRAN INH. EO... | 190.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HD7T4D |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-08-12 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.73 |
|---|---|
| Intrinsic value: | 1.48 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.19 |
| Parity: | 1.48 |
| Time value: | 0.95 |
| Break-even: | 214.30 |
| Moneyness: | 1.08 |
| Premium: | 0.05 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.29 |
| Spread %: | 13.55% |
| Delta: | 0.70 |
| Theta: | -0.11 |
| Omega: | 5.88 |
| Rho: | 0.22 |
Quote data
| Open: | 1.9200 |
|---|---|
| High: | 2.1700 |
| Low: | 1.9100 |
| Previous Close: | 1.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.70% | ||
|---|---|---|---|
| 1 Month | +5.85% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1700 | 1.9200 |
|---|---|---|
| 1M High / 1M Low: | 3.0600 | 1.8700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3795 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 158.99% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
