UC WAR. CALL 12/25 IES/ DE000HD315Z8 /
| 9/9/2024 5:47:05 PM | Chg.+0.0200 | Bid9/9/2024 | Ask9/9/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | +10.53% | 0.2100 Bid Size: 125,000 |
0.2200 Ask Size: 125,000 |
INTESA SANPAOLO | 4.00 - | 12/17/2025 | Call |
Master data
| WKN: | HD315Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.00 - |
| Maturity: | 12/17/2025 |
| Issue date: | 2/26/2024 |
| Last trading day: | 12/16/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.21 |
| Parity: | -0.33 |
| Time value: | 0.24 |
| Break-even: | 4.24 |
| Moneyness: | 0.92 |
| Premium: | 0.16 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.11 |
| Spread %: | 84.62% |
| Delta: | 0.46 |
| Theta: | 0.00 |
| Omega: | 7.06 |
| Rho: | 0.02 |
Quote data
| Open: | 0.1700 |
|---|---|
| High: | 0.2200 |
| Low: | 0.1700 |
| Previous Close: | 0.1900 |
| Turnover: | 2,200 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.55% | ||
|---|---|---|---|
| 1 Month | +61.54% | ||
| 3 Months | 0.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2200 | 0.1900 |
|---|---|---|
| 1M High / 1M Low: | 0.2200 | 0.1300 |
| 6M High / 6M Low: | 0.2500 | 0.0550 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1748 | |
| Avg. volume 1M: | 5,571.4286 | |
| Avg. price 6M: | 0.1688 | |
| Avg. volume 6M: | 4,866.1417 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 136.20% | |
| Volatility 6M: | 151.54% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
