UC WAR. CALL 12/24 REP/ DE000HD1TEG4 /
| 5/17/2024 7:46:16 PM | Chg.+0.1300 | Bid8:23:43 PM | Ask8:23:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4900EUR | +9.56% | 1.4800 Bid Size: 4,000 |
1.5200 Ask Size: 4,000 |
REPSOL S.A. INH. ... | 14.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD1TEG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | REPSOL S.A. INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/11/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.49 |
|---|---|
| Intrinsic value: | 0.68 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.21 |
| Parity: | 0.68 |
| Time value: | 0.70 |
| Break-even: | 15.38 |
| Moneyness: | 1.05 |
| Premium: | 0.05 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.07 |
| Spread %: | 5.34% |
| Delta: | 0.72 |
| Theta: | 0.00 |
| Omega: | 7.62 |
| Rho: | 0.05 |
Quote data
| Open: | 1.3600 |
|---|---|
| High: | 1.4900 |
| Low: | 1.3600 |
| Previous Close: | 1.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.67% | ||
|---|---|---|---|
| 1 Month | -18.58% | ||
| 3 Months | +37.96% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5600 | 1.3600 |
|---|---|---|
| 1M High / 1M Low: | 1.8300 | 1.3000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5533 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 95.48% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
