UC WAR. CALL 12/25 IES/ DE000HD1ES98 /
| 31/07/2024 21:47:12 | Chg.-0.0300 | Bid21:59:10 | Ask21:59:10 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4600EUR | -6.12% | 0.4500 Bid Size: 15,000 |
0.4900 Ask Size: 15,000 |
INTESA SANPAOLO | 3.50 - | 17/12/2025 | Call |
Master data
| WKN: | HD1ES9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.50 - |
| Maturity: | 17/12/2025 |
| Issue date: | 27/12/2023 |
| Last trading day: | 16/12/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.64 |
|---|---|
| Intrinsic value: | 0.30 |
| Implied volatility: | 0.12 |
| Historic volatility: | 0.22 |
| Parity: | 0.30 |
| Time value: | 0.22 |
| Break-even: | 4.02 |
| Moneyness: | 1.09 |
| Premium: | 0.06 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.04 |
| Spread %: | 8.33% |
| Delta: | 0.83 |
| Theta: | 0.00 |
| Omega: | 6.08 |
| Rho: | 0.04 |
Quote data
| Open: | 0.4900 |
|---|---|
| High: | 0.4900 |
| Low: | 0.4600 |
| Previous Close: | 0.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.22% | ||
|---|---|---|---|
| 1 Month | +39.39% | ||
| 3 Months | +39.39% | ||
| YTD | +820.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4900 | 0.4300 |
|---|---|---|
| 1M High / 1M Low: | 0.4900 | 0.3500 |
| 6M High / 6M Low: | 0.4900 | 0.0640 |
| High (YTD): | 30/07/2024 | 0.4900 |
| Low (YTD): | 02/01/2024 | 0.0540 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4018 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2725 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 80.15% | |
| Volatility 6M: | 118.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
