UC WAR. CALL 12/25 SEJ1/ DE000HD6S9P6 /
| 11/15/2024 9:45:44 PM | Chg.+0.0100 | Bid9:59:04 PM | Ask9:59:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3400EUR | +0.75% | 1.3000 Bid Size: 4,000 |
1.6000 Ask Size: 4,000 |
SAFRAN INH. EO... | 250.00 - | 12/17/2025 | Call |
Master data
| WKN: | HD6S9P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 12/17/2025 |
| Issue date: | 7/1/2024 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.87 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.19 |
| Parity: | -3.29 |
| Time value: | 1.60 |
| Break-even: | 266.00 |
| Moneyness: | 0.87 |
| Premium: | 0.23 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.30 |
| Spread %: | 23.08% |
| Delta: | 0.41 |
| Theta: | -0.04 |
| Omega: | 5.58 |
| Rho: | 0.80 |
Quote data
| Open: | 1.2000 |
|---|---|
| High: | 1.3700 |
| Low: | 1.2000 |
| Previous Close: | 1.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.96% | ||
|---|---|---|---|
| 1 Month | +0.75% | ||
| 3 Months | +57.65% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5900 | 1.2800 |
|---|---|---|
| 1M High / 1M Low: | 1.5900 | 1.0500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2627 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.28% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
