UC WAR. CALL 03/25 SEJ1/ DE000HD43GY1 /
| 2024-06-04 9:46:34 PM | Chg.-0.1500 | Bid9:59:23 PM | Ask9:59:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9500EUR | -13.64% | 0.9300 Bid Size: 80,000 |
0.9900 Ask Size: 80,000 |
SAFRAN INH. EO... | 240.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD43GY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 240.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-25 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 19.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.64 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.17 |
| Parity: | -2.46 |
| Time value: | 1.13 |
| Break-even: | 251.30 |
| Moneyness: | 0.90 |
| Premium: | 0.17 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.06 |
| Spread %: | 5.61% |
| Delta: | 0.39 |
| Theta: | -0.04 |
| Omega: | 7.52 |
| Rho: | 0.58 |
Quote data
| Open: | 1.1000 |
|---|---|
| High: | 1.1000 |
| Low: | 0.9500 |
| Previous Close: | 1.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.77% | ||
|---|---|---|---|
| 1 Month | +9.20% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1000 | 0.9600 |
|---|---|---|
| 1M High / 1M Low: | 1.1400 | 0.8300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9843 | |
| Avg. volume 1M: | 65.2381 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.77% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
