UC WAR. CALL 06/25 ESL/ DE000HD1ED38 /
| 2024-05-31 9:46:35 PM | Chg.+0.0500 | Bid9:59:51 PM | Ask9:59:51 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.8200EUR | +1.33% | 3.8400 Bid Size: 4,000 |
3.9100 Ask Size: 4,000 |
ESSILORLUXO. INH. EO... | 180.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1ED3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.51 |
|---|---|
| Intrinsic value: | 2.53 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.17 |
| Parity: | 2.53 |
| Time value: | 1.38 |
| Break-even: | 219.10 |
| Moneyness: | 1.14 |
| Premium: | 0.07 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.07 |
| Spread %: | 1.82% |
| Delta: | 0.79 |
| Theta: | -0.03 |
| Omega: | 4.15 |
| Rho: | 1.29 |
Quote data
| Open: | 3.7700 |
|---|---|
| High: | 3.8200 |
| Low: | 3.7000 |
| Previous Close: | 3.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.06% | ||
|---|---|---|---|
| 1 Month | +15.41% | ||
| 3 Months | +20.50% | ||
| YTD | +68.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.2400 | 3.6600 |
|---|---|---|
| 1M High / 1M Low: | 4.2400 | 3.3200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-03-20 | 4.3100 |
| Low (YTD): | 2024-01-17 | 1.8600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.8860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.8991 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 65.40% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
