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: |
|
- |
