UC WAR. CALL 12/25 SGE/ DE000HD1EAF6 /
| 11/13/2024 11:46:29 AM | Chg.-0.0200 | Bid1:31:26 PM | Ask1:31:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | -5.00% | 0.3600 Bid Size: 50,000 |
0.3700 Ask Size: 50,000 |
STE GENERALE INH. EO... | 40.00 - | 12/17/2025 | Call |
Master data
| WKN: | HD1EAF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STE GENERALE INH. EO 1,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 12/17/2025 |
| Issue date: | 12/27/2023 |
| Last trading day: | 12/16/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 62.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.36 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.27 |
| Parity: | -13.56 |
| Time value: | 0.42 |
| Break-even: | 40.42 |
| Moneyness: | 0.66 |
| Premium: | 0.53 |
| Premium p.a.: | 0.47 |
| Spread abs.: | 0.07 |
| Spread %: | 20.00% |
| Delta: | 0.12 |
| Theta: | 0.00 |
| Omega: | 7.80 |
| Rho: | 0.03 |
Quote data
| Open: | 0.3100 |
|---|---|
| High: | 0.3800 |
| Low: | 0.3100 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.56% | ||
|---|---|---|---|
| 1 Month | +100.00% | ||
| 3 Months | +216.67% | ||
| YTD | -32.14% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4500 | 0.4000 |
|---|---|---|
| 1M High / 1M Low: | 0.5400 | 0.1800 |
| 6M High / 6M Low: | 0.8700 | 0.1100 |
| High (YTD): | 5/31/2024 | 0.8700 |
| Low (YTD): | 8/5/2024 | 0.1100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3095 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3262 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 405.47% | |
| Volatility 6M: | 228.52% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
