UC WAR. CALL 12/24 REP/ DE000HD1TEF6 /
| 20/05/2024 21:46:51 | Chg.+0.0300 | Bid21:59:32 | Ask21:59:32 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2100EUR | +1.38% | 2.1700 Bid Size: 4,000 |
2.2400 Ask Size: 4,000 |
REPSOL S.A. INH. ... | 13.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD1TEF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | REPSOL S.A. INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/01/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.34 |
|---|---|
| Intrinsic value: | 1.87 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.21 |
| Parity: | 1.87 |
| Time value: | 0.35 |
| Break-even: | 15.22 |
| Moneyness: | 1.14 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.07 |
| Spread %: | 3.26% |
| Delta: | 0.92 |
| Theta: | 0.00 |
| Omega: | 6.17 |
| Rho: | 0.07 |
Quote data
| Open: | 2.2900 |
|---|---|
| High: | 2.3100 |
| Low: | 2.2000 |
| Previous Close: | 2.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.38% | ||
|---|---|---|---|
| 1 Month | -6.75% | ||
| 3 Months | +34.76% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2100 | 2.0000 |
|---|---|---|
| 1M High / 1M Low: | 2.4900 | 1.9000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1685 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.89% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
