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: | - |
