UC WAR. CALL 12/25 EJT1/ DE000HD7TNN8 /
18/10/2024 21:45:12 | Chg.-0.0300 | Bid21:59:49 | Ask21:59:49 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.9200EUR | -1.54% | 1.8800 Bid Size: 2,000 |
1.9600 Ask Size: 2,000 |
Easyjet PLC ORD 27 2... | 4.00 GBP | 17/12/2025 | Call |
Master data
WKN: | HD7TNN |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Easyjet PLC ORD 27 2/7P |
Type: | Warrant |
Option type: | Call |
Strike price: | 4.00 GBP |
Maturity: | 17/12/2025 |
Issue date: | 12/08/2024 |
Last trading day: | 16/12/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.16 |
Leverage: | Yes |
Calculated values
Fair value: | 1.80 |
---|---|
Intrinsic value: | 1.38 |
Implied volatility: | 0.43 |
Historic volatility: | 0.34 |
Parity: | 1.38 |
Time value: | 0.58 |
Break-even: | 6.76 |
Moneyness: | 1.29 |
Premium: | 0.09 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.08 |
Spread %: | 4.26% |
Delta: | 0.80 |
Theta: | 0.00 |
Omega: | 2.54 |
Rho: | 0.03 |
Quote data
Open: | 1.8800 |
---|---|
High: | 1.9600 |
Low: | 1.8800 |
Previous Close: | 1.9500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +13.61% | ||
---|---|---|---|
1 Month | -2.04% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.9600 | 1.7600 |
---|---|---|
1M High / 1M Low: | 2.1400 | 1.5900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.9000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.8371 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 81.06% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |