UC WAR. CALL 03/25 ESL/ DE000HD4FB36 /
| 2024-05-02 6:16:52 PM | Chg.+0.0100 | Bid6:19:17 PM | Ask6:19:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0300EUR | +0.98% | 1.0100 Bid Size: 15,000 |
1.0500 Ask Size: 15,000 |
ESSILORLUXO. INH. EO... | 220.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD4FB3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-04-08 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.83 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.17 |
| Parity: | -1.92 |
| Time value: | 1.06 |
| Break-even: | 230.60 |
| Moneyness: | 0.91 |
| Premium: | 0.15 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.08 |
| Spread %: | 8.16% |
| Delta: | 0.42 |
| Theta: | -0.03 |
| Omega: | 7.96 |
| Rho: | 0.65 |
Quote data
| Open: | 1.0200 |
|---|---|
| High: | 1.0300 |
| Low: | 1.0100 |
| Previous Close: | 1.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.21% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.1400 | 1.0200 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0925 | |
| 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: | - |
