UC WAR. CALL 03/25 SEJ1/ DE000HD5HPG6 /
| 5/31/2024 9:45:57 PM | Chg.+0.0300 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4300EUR | +1.25% | 2.4400 Bid Size: 3,000 |
2.5000 Ask Size: 3,000 |
SAFRAN INH. EO... | 210.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD5HPG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 210.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 5/13/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.84 |
|---|---|
| Intrinsic value: | 0.41 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.17 |
| Parity: | 0.41 |
| Time value: | 2.09 |
| Break-even: | 235.00 |
| Moneyness: | 1.02 |
| Premium: | 0.10 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.06 |
| Spread %: | 2.46% |
| Delta: | 0.63 |
| Theta: | -0.04 |
| Omega: | 5.38 |
| Rho: | 0.87 |
Quote data
| Open: | 2.4300 |
|---|---|
| High: | 2.4800 |
| Low: | 2.3600 |
| Previous Close: | 2.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5900 | 2.2800 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.4200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
