UC WAR. CALL 12/25 IES/ DE000HD315Z8 /
| 2024-05-31 9:46:33 PM | Chg.+0.0100 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | +4.35% | 0.2200 Bid Size: 30,000 |
0.2600 Ask Size: 30,000 |
INTESA SANPAOLO | 4.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD315Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-02-26 |
| Last trading day: | 2025-12-16 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.20 |
| Parity: | -0.39 |
| Time value: | 0.26 |
| Break-even: | 4.26 |
| Moneyness: | 0.90 |
| Premium: | 0.18 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.04 |
| Spread %: | 18.18% |
| Delta: | 0.47 |
| Theta: | 0.00 |
| Omega: | 6.47 |
| Rho: | 0.02 |
Quote data
| Open: | 0.2300 |
|---|---|
| High: | 0.2400 |
| Low: | 0.2300 |
| Previous Close: | 0.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +26.32% | ||
|---|---|---|---|
| 1 Month | +20.00% | ||
| 3 Months | +389.80% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2400 | 0.2000 |
|---|---|---|
| 1M High / 1M Low: | 0.2400 | 0.1500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2180 | |
| Avg. volume 1W: | 8,400 | |
| Avg. price 1M: | 0.1968 | |
| Avg. volume 1M: | 4,409.0909 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 149.31% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
