UC WAR. CALL 12/25 ASG/ DE000HD6S784 /
2024-08-16 9:46:28 PM | Chg.+0.0500 | Bid9:59:38 PM | Ask9:59:38 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1100EUR | +4.72% | 1.0800 Bid Size: 4,000 |
1.1600 Ask Size: 4,000 |
GENERALI | 25.00 EUR | 2025-12-17 | Call |
Master data
WKN: | HD6S78 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GENERALI |
Type: | Warrant |
Option type: | Call |
Strike price: | 25.00 EUR |
Maturity: | 2025-12-17 |
Issue date: | 2024-07-01 |
Last trading day: | 2025-12-16 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 17.05 |
Leverage: | Yes |
Calculated values
Fair value: | 1.08 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.17 |
Historic volatility: | 0.15 |
Parity: | -2.32 |
Time value: | 1.33 |
Break-even: | 26.33 |
Moneyness: | 0.91 |
Premium: | 0.16 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.32 |
Spread %: | 31.68% |
Delta: | 0.44 |
Theta: | 0.00 |
Omega: | 7.53 |
Rho: | 0.12 |
Quote data
Open: | 1.0000 |
---|---|
High: | 1.1200 |
Low: | 1.0000 |
Previous Close: | 1.0600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +48.00% | ||
---|---|---|---|
1 Month | -14.62% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1100 | 0.8100 |
---|---|---|
1M High / 1M Low: | 1.6700 | 0.7500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.9440 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1839 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 175.47% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |