UC WAR. CALL 12/25 SEJ1/ DE000HD6S9N1 /
| 13/11/2024 11:45:13 | Chg.+0.0100 | Bid13:27:54 | Ask13:27:54 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4300EUR | +0.41% | 2.4500 Bid Size: 25,000 |
2.4700 Ask Size: 25,000 |
SAFRAN INH. EO... | 220.00 - | 17/12/2025 | Call |
Master data
| WKN: | HD6S9N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 17/12/2025 |
| Issue date: | 01/07/2024 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.96 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | -0.31 |
| Time value: | 2.48 |
| Break-even: | 244.80 |
| Moneyness: | 0.99 |
| Premium: | 0.13 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.08 |
| Spread %: | 3.33% |
| Delta: | 0.58 |
| Theta: | -0.04 |
| Omega: | 5.09 |
| Rho: | 1.11 |
Quote data
| Open: | 2.3400 |
|---|---|
| High: | 2.4300 |
| Low: | 2.3400 |
| Previous Close: | 2.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.90% | ||
|---|---|---|---|
| 1 Month | +20.90% | ||
| 3 Months | +60.93% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9000 | 2.4200 |
|---|---|---|
| 1M High / 1M Low: | 2.9000 | 2.0200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.6620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3100 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 114.71% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
