UC WAR. CALL 05/24 GZF/ DE000HD315D5 /
2024-04-30 9:46:34 PM | Chg.- | Bid9:59:32 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3600EUR | - | 1.3400 Bid Size: 3,000 |
- Ask Size: - |
ENGIE S.A. INH. ... | 15.00 - | 2024-05-15 | Call |
Master data
WKN: | HD315D |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENGIE S.A. INH. EO 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 15.00 - |
Maturity: | 2024-05-15 |
Issue date: | 2024-02-26 |
Last trading day: | 2024-05-02 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 11.17 |
Leverage: | Yes |
Calculated values
Fair value: | 0.29 |
---|---|
Intrinsic value: | 0.19 |
Implied volatility: | 1.20 |
Historic volatility: | 0.16 |
Parity: | 0.19 |
Time value: | 1.17 |
Break-even: | 16.36 |
Moneyness: | 1.01 |
Premium: | 0.08 |
Premium p.a.: | 10.73 |
Spread abs.: | 0.02 |
Spread %: | 1.49% |
Delta: | 0.57 |
Theta: | -0.06 |
Omega: | 6.34 |
Rho: | 0.00 |
Quote data
Open: | 1.2900 |
---|---|
High: | 1.3800 |
Low: | 1.2400 |
Previous Close: | 1.3400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.25% | ||
---|---|---|---|
1 Month | +122.95% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 1.3600 | 1.3400 |
---|---|---|
1M High / 1M Low: | 1.3600 | 0.6100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3500 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9372 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 120.40% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |