UC WAR. CALL 06/25 ESL/ DE000HD1ED46 /
| 5/23/2024 9:47:02 AM | Chg.0.0000 | Bid10:51:49 AM | Ask10:51:49 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7300EUR | 0.00% | 2.7300 Bid Size: 35,000 |
2.7400 Ask Size: 35,000 |
ESSILORLUXO. INH. EO... | 200.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD1ED4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 12/27/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.40 |
|---|---|
| Intrinsic value: | 0.84 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.17 |
| Parity: | 0.84 |
| Time value: | 2.13 |
| Break-even: | 229.70 |
| Moneyness: | 1.04 |
| Premium: | 0.10 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.29 |
| Spread %: | 10.82% |
| Delta: | 0.67 |
| Theta: | -0.04 |
| Omega: | 4.72 |
| Rho: | 1.18 |
Quote data
| Open: | 2.7300 |
|---|---|
| High: | 2.7300 |
| Low: | 2.7300 |
| Previous Close: | 2.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.80% | ||
|---|---|---|---|
| 1 Month | +13.28% | ||
| 3 Months | +55.11% | ||
| YTD | +99.27% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.8000 | 2.6300 |
|---|---|---|
| 1M High / 1M Low: | 2.8000 | 2.1300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 3/20/2024 | 2.9600 |
| Low (YTD): | 1/17/2024 | 1.0900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4867 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 69.58% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
