UniCredit Call 150 SEJ1 18.06.2025
/ DE000HD1EF02
UniCredit Call 150 SEJ1 18.06.202.../ DE000HD1EF02 /
10/09/2024 19:41:49 |
Chg.+0.170 |
Bid21:59:26 |
Ask21:59:26 |
Underlying |
Strike price |
Expiration date |
Option type |
5.250EUR |
+3.35% |
5.270 Bid Size: 2,000 |
5.330 Ask Size: 2,000 |
SAFRAN INH. EO... |
150.00 - |
18/06/2025 |
Call |
Master data
WKN: |
HD1EF0 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SAFRAN INH. EO -,20 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 - |
Maturity: |
18/06/2025 |
Issue date: |
27/12/2023 |
Last trading day: |
17/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.85 |
Intrinsic value: |
4.41 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
4.41 |
Time value: |
0.73 |
Break-even: |
201.30 |
Moneyness: |
1.29 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.06 |
Spread %: |
1.18% |
Delta: |
0.89 |
Theta: |
-0.03 |
Omega: |
3.35 |
Rho: |
0.93 |
Quote data
Open: |
5.200 |
High: |
5.250 |
Low: |
5.090 |
Previous Close: |
5.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.14% |
1 Month |
|
|
+3.55% |
3 Months |
|
|
-20.69% |
YTD |
|
|
+82.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.140 |
4.950 |
1M High / 1M Low: |
5.510 |
4.950 |
6M High / 6M Low: |
7.460 |
4.840 |
High (YTD): |
27/05/2024 |
7.460 |
Low (YTD): |
03/01/2024 |
2.800 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.036 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.250 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.100 |
Avg. volume 6M: |
|
1.875 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
30.74% |
Volatility 6M: |
|
54.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |