UC WAR. CALL 12/25 EBA/ DE000HD1USD9 /
| 05/09/2024 21:40:04 | Chg.+0.0100 | Bid21:51:12 | Ask21:51:12 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9200EUR | +0.52% | 1.9100 Bid Size: 30,000 |
1.9300 Ask Size: 30,000 |
EBAY INC. DL... | 40.00 - | 17/12/2025 | Call |
Master data
| WKN: | HD1USD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EBAY INC. DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 17/12/2025 |
| Issue date: | 15/01/2024 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.54 |
|---|---|
| Intrinsic value: | 1.32 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.21 |
| Parity: | 1.32 |
| Time value: | 0.60 |
| Break-even: | 59.20 |
| Moneyness: | 1.33 |
| Premium: | 0.11 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.02 |
| Spread %: | 1.05% |
| Delta: | 0.81 |
| Theta: | -0.01 |
| Omega: | 2.24 |
| Rho: | 0.31 |
Quote data
| Open: | 1.8400 |
|---|---|
| High: | 1.9200 |
| Low: | 1.8400 |
| Previous Close: | 1.9100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.52% | ||
|---|---|---|---|
| 1 Month | +9.71% | ||
| 3 Months | +20.75% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9200 | 1.9000 |
|---|---|---|
| 1M High / 1M Low: | 1.9200 | 1.6700 |
| 6M High / 6M Low: | 1.9200 | 1.2700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.9080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7978 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5691 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 46.24% | |
| Volatility 6M: | 53.22% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
