UC WAR. CALL 12/25 MOH/ DE000HD1ESN2 /
| 2024-08-06 9:46:17 PM | Chg.-0.0150 | Bid9:59:08 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0110EUR | -57.69% | 0.0010 Bid Size: 10,000 |
- Ask Size: - |
LVMH E... | 1,300.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD1ESN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | LVMH EO 0,3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 1,300.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-12-16 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 240.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.26 |
| Parity: | -6.76 |
| Time value: | 0.03 |
| Break-even: | 1,302.60 |
| Moneyness: | 0.48 |
| Premium: | 1.09 |
| Premium p.a.: | 0.71 |
| Spread abs.: | 0.00 |
| Spread %: | 4.00% |
| Delta: | 0.03 |
| Theta: | -0.02 |
| Omega: | 8.28 |
| Rho: | 0.26 |
Quote data
| Open: | 0.0230 |
|---|---|
| High: | 0.0240 |
| Low: | 0.0110 |
| Previous Close: | 0.0260 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -63.33% | ||
|---|---|---|---|
| 1 Month | -84.06% | ||
| 3 Months | -91.54% | ||
| YTD | -90.83% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0300 | 0.0180 |
|---|---|---|
| 1M High / 1M Low: | 0.0700 | 0.0180 |
| 6M High / 6M Low: | 0.2700 | 0.0180 |
| High (YTD): | 2024-03-14 | 0.2700 |
| Low (YTD): | 2024-08-02 | 0.0180 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0242 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0458 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1325 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 268.78% | |
| Volatility 6M: | 143.37% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
