UC WAR. CALL 12/25 ASG/ DE000HD6S776 /
8/16/2024 9:45:26 PM | Chg.+0.0600 | Bid9:59:34 PM | Ask9:59:34 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.5200EUR | +4.11% | 1.4900 Bid Size: 4,000 |
1.5700 Ask Size: 4,000 |
GENERALI | 24.00 EUR | 12/17/2025 | Call |
Master data
WKN: | HD6S77 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GENERALI |
Type: | Warrant |
Option type: | Call |
Strike price: | 24.00 EUR |
Maturity: | 12/17/2025 |
Issue date: | 7/1/2024 |
Last trading day: | 12/16/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 13.19 |
Leverage: | Yes |
Calculated values
Fair value: | 1.46 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.17 |
Historic volatility: | 0.15 |
Parity: | -1.32 |
Time value: | 1.72 |
Break-even: | 25.72 |
Moneyness: | 0.95 |
Premium: | 0.13 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.32 |
Spread %: | 22.86% |
Delta: | 0.52 |
Theta: | 0.00 |
Omega: | 6.90 |
Rho: | 0.14 |
Quote data
Open: | 1.3800 |
---|---|
High: | 1.5400 |
Low: | 1.3800 |
Previous Close: | 1.4600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +43.40% | ||
---|---|---|---|
1 Month | -12.14% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5200 | 1.1400 |
---|---|---|
1M High / 1M Low: | 2.1700 | 1.0600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3120 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.5857 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 161.09% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |