UniCredit Call 3.5 IES 17.12.2025
/ DE000HD1ES98
UniCredit Call 3.5 IES 17.12.2025/ DE000HD1ES98 /
| 9/10/2024 1:47:48 PM |
Chg.-0.010 |
Bid1:56:07 PM |
Ask1:56:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-2.44% |
0.410
Bid Size: 250,000 |
0.420
Ask Size: 250,000 |
INTESA SANPAOLO |
3.50 - |
12/17/2025 |
Call |
Master data
| WKN: |
HD1ES9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
12/17/2025 |
| Issue date: |
12/27/2023 |
| Last trading day: |
12/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.21 |
| Parity: |
0.23 |
| Time value: |
0.22 |
| Break-even: |
3.95 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
7.14% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
6.53 |
| Rho: |
0.03 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
+48.15% |
| 3 Months |
|
|
+8.11% |
| YTD |
|
|
+716.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.370 |
| 1M High / 1M Low: |
0.440 |
0.270 |
| 6M High / 6M Low: |
0.490 |
0.130 |
| High (YTD): |
7/30/2024 |
0.490 |
| Low (YTD): |
1/2/2024 |
0.051 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.400 |
| Avg. volume 1W: |
|
400 |
| Avg. price 1M: |
|
0.360 |
| Avg. volume 1M: |
|
95.238 |
| Avg. price 6M: |
|
0.322 |
| Avg. volume 6M: |
|
2,563.281 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.69% |
| Volatility 6M: |
|
137.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
