UC WAR. CALL 06/25 AOMD/ DE000HD1EC47 /
| 2024-06-05 9:45:01 PM | Chg.+0.460 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.410EUR | +9.29% | 5.250 Bid Size: 1,000 |
5.670 Ask Size: 1,000 |
ALSTOM S.A. INH. ... | 14.1468 EUR | 2025-06-18 | Call |
Master data
| WKN: | HD1EC4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.15 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1.06 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.86 |
|---|---|
| Intrinsic value: | 3.34 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.55 |
| Parity: | 3.34 |
| Time value: | 1.65 |
| Break-even: | 18.85 |
| Moneyness: | 1.22 |
| Premium: | 0.09 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.10 |
| Spread %: | 2.05% |
| Delta: | 0.79 |
| Theta: | 0.00 |
| Omega: | 2.90 |
| Rho: | 0.09 |
Quote data
| Open: | 4.950 |
|---|---|
| High: | 5.470 |
| Low: | 4.950 |
| Previous Close: | 4.950 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.89% | ||
|---|---|---|---|
| 1 Month | +63.44% | ||
| 3 Months | +246.79% | ||
| YTD | +190.86% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.1400 | 4.9500 |
|---|---|---|
| 1M High / 1M Low: | 6.2000 | 3.3500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-28 | 6.2000 |
| Low (YTD): | 2024-01-03 | 1.3800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.6460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.9600 | |
| Avg. volume 1M: | 7.2727 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 122.08% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
