UC WAR. CALL 12/24 MOV/  DE000HD1TE06  /

gettex
2024-05-31  9:45:20 PM Chg.0.0000 Bid9:59:36 PM Ask9:59:36 PM Underlying Strike price Expiration date Option type
0.1500EUR 0.00% 0.1500
Bid Size: 10,000
0.1800
Ask Size: 10,000
MONCLER 75.00 - 2024-12-18 Call
 

Master data

WKN: HD1TE0
Issuer: UniCredit
Currency: EUR
Underlying: MONCLER
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-12-18
Issue date: 2024-01-11
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.13
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -1.38
Time value: 0.21
Break-even: 77.10
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 0.52
Spread abs.: 0.11
Spread %: 110.00%
Delta: 0.26
Theta: -0.01
Omega: 7.66
Rho: 0.08
 

Quote data

Open: 0.1500
High: 0.1500
Low: 0.1500
Previous Close: 0.1500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -40.00%
3 Months
  -63.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.1600 0.1400
1M High / 1M Low: 0.2500 0.1400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.1520
Avg. volume 1W:   0.0000
Avg. price 1M:   0.1950
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -