UC WAR. CALL 12/25 IES/ DE000HD1ES98 /
| 2024-10-10 11:45:50 AM | Chg.+0.0100 | Bid2024-10-10 | Ask2024-10-10 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4600EUR | +2.22% | 0.4600 Bid Size: 250,000 |
0.4700 Ask Size: 250,000 |
INTESA SANPAOLO | 3.50 - | 2025-12-17 | Call |
Master data
| WKN: | HD1ES9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.50 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-12-16 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.59 |
|---|---|
| Intrinsic value: | 0.31 |
| Implied volatility: | 0.10 |
| Historic volatility: | 0.21 |
| Parity: | 0.31 |
| Time value: | 0.16 |
| Break-even: | 3.97 |
| Moneyness: | 1.09 |
| Premium: | 0.04 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.03 |
| Spread %: | 6.82% |
| Delta: | 0.87 |
| Theta: | 0.00 |
| Omega: | 7.07 |
| Rho: | 0.03 |
Quote data
| Open: | 0.4500 |
|---|---|
| High: | 0.4600 |
| Low: | 0.4500 |
| Previous Close: | 0.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +17.95% | ||
|---|---|---|---|
| 1 Month | +12.20% | ||
| 3 Months | +24.32% | ||
| YTD | +820.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4500 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 0.5000 | 0.3900 |
| 6M High / 6M Low: | 0.5000 | 0.2000 |
| High (YTD): | 2024-09-26 | 0.5000 |
| Low (YTD): | 2024-01-02 | 0.0540 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4409 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3686 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 95.62% | |
| Volatility 6M: | 118.05% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
