UniCredit Call 14.5 GZF 19.03.2025
/ DE000HD6LSN6
UniCredit Call 14.5 GZF 19.03.202.../ DE000HD6LSN6 /
| 24/01/2025 19:31:31 |
Chg.-0.160 |
Bid21:59:01 |
Ask21:59:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-11.59% |
1.350
Bid Size: 4,000 |
1.410
Ask Size: 4,000 |
ENGIE S.A. INH. ... |
14.50 - |
19/03/2025 |
Call |
Master data
| WKN: |
HD6LSN |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 - |
| Maturity: |
19/03/2025 |
| Issue date: |
26/06/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
1.00 |
| Time value: |
0.41 |
| Break-even: |
15.91 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
4.44% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
8.03 |
| Rho: |
0.01 |
Quote data
| Open: |
1.250 |
| High: |
1.250 |
| Low: |
1.180 |
| Previous Close: |
1.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.46% |
| 1 Month |
|
|
+28.42% |
| 3 Months |
|
|
-23.75% |
| YTD |
|
|
+12.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.440 |
1.220 |
| 1M High / 1M Low: |
1.780 |
1.080 |
| 6M High / 6M Low: |
2.130 |
0.840 |
| High (YTD): |
17/01/2025 |
1.780 |
| Low (YTD): |
24/01/2025 |
1.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.478 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.58% |
| Volatility 6M: |
|
126.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |