UniCredit Call 14.5 GZF 19.03.2025
/ DE000HD6LSN6
UniCredit Call 14.5 GZF 19.03.202.../ DE000HD6LSN6 /
| 10/01/2025 16:37:24 |
Chg.+0.030 |
Bid10/01/2025 |
Ask10/01/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
+2.22% |
1.380
Bid Size: 40,000 |
1.390
Ask Size: 40,000 |
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: |
10.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
1.28 |
| Time value: |
0.24 |
| Break-even: |
16.02 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
4.11% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
8.54 |
| Rho: |
0.02 |
Quote data
| Open: |
1.470 |
| High: |
1.490 |
| Low: |
1.370 |
| Previous Close: |
1.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.17% |
| 1 Month |
|
|
+22.12% |
| 3 Months |
|
|
-15.34% |
| YTD |
|
|
+27.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.350 |
| 1M High / 1M Low: |
1.520 |
0.840 |
| 6M High / 6M Low: |
2.130 |
0.730 |
| High (YTD): |
08/01/2025 |
1.520 |
| Low (YTD): |
02/01/2025 |
1.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.425 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.85% |
| Volatility 6M: |
|
119.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |