UC WAR. CALL 03/25 ASG/ DE000HD43EV2 /
2024-05-16 11:46:32 AM | Chg.+0.0700 | Bid12:37:34 PM | Ask12:37:34 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.7400EUR | +4.19% | 1.7600 Bid Size: 25,000 |
1.7700 Ask Size: 25,000 |
GENERALI | 24.00 - | 2025-03-19 | Call |
Master data
WKN: | HD43EV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GENERALI |
Type: | Warrant |
Option type: | Call |
Strike price: | 24.00 - |
Maturity: | 2025-03-19 |
Issue date: | 2024-03-25 |
Last trading day: | 2025-03-18 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 14.47 |
Leverage: | Yes |
Calculated values
Fair value: | 2.02 |
---|---|
Intrinsic value: | 0.60 |
Implied volatility: | 0.10 |
Historic volatility: | 0.14 |
Parity: | 0.60 |
Time value: | 1.10 |
Break-even: | 25.70 |
Moneyness: | 1.03 |
Premium: | 0.04 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.06 |
Spread %: | 3.66% |
Delta: | 0.75 |
Theta: | 0.00 |
Omega: | 10.89 |
Rho: | 0.14 |
Quote data
Open: | 1.6900 |
---|---|
High: | 1.7400 |
Low: | 1.6900 |
Previous Close: | 1.6700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +26.09% | ||
---|---|---|---|
1 Month | +141.67% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.7900 | 1.3800 |
---|---|---|
1M High / 1M Low: | 1.7900 | 0.7200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.6000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0948 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 124.28% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |