UC WAR. CALL 12/25 ASG/ DE000HD6S768 /
2024-09-27 11:45:10 AM | Chg.+0.0100 | Bid1:04:01 PM | Ask1:04:01 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.7400EUR | +0.21% | 4.7900 Bid Size: 15,000 |
4.8100 Ask Size: 15,000 |
GENERALI | 22.00 EUR | 2025-12-17 | Call |
Master data
WKN: | HD6S76 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GENERALI |
Type: | Warrant |
Option type: | Call |
Strike price: | 22.00 EUR |
Maturity: | 2025-12-17 |
Issue date: | 2024-07-01 |
Last trading day: | 2025-12-16 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.41 |
Leverage: | Yes |
Calculated values
Fair value: | 5.04 |
---|---|
Intrinsic value: | 3.95 |
Implied volatility: | - |
Historic volatility: | 0.15 |
Parity: | 3.95 |
Time value: | 0.85 |
Break-even: | 26.80 |
Moneyness: | 1.18 |
Premium: | 0.03 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.09 |
Spread %: | 1.91% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 4.6200 |
---|---|
High: | 4.7400 |
Low: | 4.5800 |
Previous Close: | 4.7300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +38.60% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.7800 | 4.6900 |
---|---|---|
1M High / 1M Low: | 4.8200 | 3.4200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.7440 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.2300 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 75.05% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |