UC WAR. CALL 03/25 SEJ1/ DE000HD43GX3 /
2024-06-04 3:47:03 PM | Chg.-0.1700 | Bid4:06:15 PM | Ask4:06:15 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.9500EUR | -5.45% | 2.9200 Bid Size: 35,000 |
2.9300 Ask Size: 35,000 |
SAFRAN INH. EO... | 200.00 - | 2025-03-19 | Call |
Master data
WKN: | HD43GX |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SAFRAN INH. EO -,20 |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 2025-03-19 |
Issue date: | 2024-03-25 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.84 |
Leverage: | Yes |
Calculated values
Fair value: | 2.56 |
---|---|
Intrinsic value: | 1.54 |
Implied volatility: | 0.26 |
Historic volatility: | 0.17 |
Parity: | 1.54 |
Time value: | 1.61 |
Break-even: | 231.50 |
Moneyness: | 1.08 |
Premium: | 0.07 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.06 |
Spread %: | 1.94% |
Delta: | 0.71 |
Theta: | -0.04 |
Omega: | 4.87 |
Rho: | 0.96 |
Quote data
Open: | 3.1100 |
---|---|
High: | 3.1100 |
Low: | 2.9100 |
Previous Close: | 3.1200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.32% | ||
---|---|---|---|
1 Month | +17.53% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.1200 | 2.8800 |
---|---|---|
1M High / 1M Low: | 3.2300 | 2.4900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.0180 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.8390 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 85.22% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |