UC WAR. CALL 03/25 PPX/ DE000HD5HP45 /
23/05/2024 21:46:21 | Chg.+0.0100 | Bid23/05/2024 | Ask23/05/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4300EUR | +2.38% | 0.4200 Bid Size: 70,000 |
0.4300 Ask Size: 70,000 |
KERING S.A. INH. ... | 320.00 - | 19/03/2025 | Call |
Master data
WKN: | HD5HP4 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | KERING S.A. INH. EO 4 |
Type: | Warrant |
Option type: | Call |
Strike price: | 320.00 - |
Maturity: | 19/03/2025 |
Issue date: | 13/05/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 100:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.34 |
Leverage: | Yes |
Calculated values
Fair value: | 0.44 |
---|---|
Intrinsic value: | 0.10 |
Implied volatility: | 0.30 |
Historic volatility: | 0.28 |
Parity: | 0.10 |
Time value: | 0.35 |
Break-even: | 365.00 |
Moneyness: | 1.03 |
Premium: | 0.11 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.03 |
Spread %: | 7.14% |
Delta: | 0.64 |
Theta: | -0.07 |
Omega: | 4.72 |
Rho: | 1.38 |
Quote data
Open: | 0.4200 |
---|---|
High: | 0.4400 |
Low: | 0.4200 |
Previous Close: | 0.4200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -14.00% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5000 | 0.4200 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4560 | |
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: | - |