UC WAR. CALL 12/25 IES/ DE000HD1ES98 /
| 17/09/2024 19:45:21 | Chg.+0.0100 | Bid20:00:00 | Ask20:00:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4400EUR | +2.33% | 0.4300 Bid Size: 40,000 |
0.4500 Ask Size: 40,000 |
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: | 7.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.24 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.21 |
| Parity: | 0.24 |
| Time value: | 0.25 |
| Break-even: | 3.99 |
| Moneyness: | 1.07 |
| Premium: | 0.07 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.11 |
| Spread %: | 28.95% |
| Delta: | 0.76 |
| Theta: | 0.00 |
| Omega: | 5.78 |
| Rho: | 0.03 |
Quote data
| Open: | 0.4200 |
|---|---|
| High: | 0.4400 |
| Low: | 0.4200 |
| Previous Close: | 0.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.32% | ||
|---|---|---|---|
| 1 Month | +33.33% | ||
| 3 Months | +51.72% | ||
| YTD | +780.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4300 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.4500 | 0.3400 |
| 6M High / 6M Low: | 0.4900 | 0.1900 |
| High (YTD): | 30/07/2024 | 0.4900 |
| Low (YTD): | 02/01/2024 | 0.0540 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4014 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3416 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 91.84% | |
| Volatility 6M: | 114.66% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
