UC WAR. CALL 05/24 GZF/ DE000HD35X42 /
| 2024-04-30 9:46:27 PM | Chg.- | Bid9:59:32 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8600EUR | - | 1.8400 Bid Size: 3,000 |
- Ask Size: - |
ENGIE S.A. INH. ... | 14.50 - | 2024-05-15 | Call |
Master data
| WKN: | HD35X4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENGIE S.A. INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.50 - |
| Maturity: | 2024-05-15 |
| Issue date: | 2024-02-28 |
| Last trading day: | 2024-05-02 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.69 |
| Implied volatility: | 1.43 |
| Historic volatility: | 0.16 |
| Parity: | 0.69 |
| Time value: | 1.16 |
| Break-even: | 16.35 |
| Moneyness: | 1.05 |
| Premium: | 0.08 |
| Premium p.a.: | 10.49 |
| Spread abs.: | 0.01 |
| Spread %: | 0.54% |
| Delta: | 0.62 |
| Theta: | -0.07 |
| Omega: | 5.12 |
| Rho: | 0.00 |
Quote data
| Open: | 1.7900 |
|---|---|
| High: | 1.8800 |
| Low: | 1.7400 |
| Previous Close: | 1.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.71% | ||
|---|---|---|---|
| 1 Month | +70.64% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.8600 | 1.8300 |
|---|---|---|
| 1M High / 1M Low: | 1.8600 | 1.0500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8450 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3921 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 86.60% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
