UC WAR. CALL 12/25 GOB/ DE000HD6SA89 /
1/24/2025 9:45:37 PM | Chg.+0.0300 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8900EUR | +3.49% | 0.8600 Bid Size: 10,000 |
0.8900 Ask Size: 10,000 |
ST GOBAIN ... | 90.00 - | 12/17/2025 | Call |
Master data
WKN: | HD6SA8 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ST GOBAIN EO 4 |
Type: | Warrant |
Option type: | Call |
Strike price: | 90.00 - |
Maturity: | 12/17/2025 |
Issue date: | 7/1/2024 |
Last trading day: | 12/16/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 10.09 |
Leverage: | Yes |
Calculated values
Fair value: | 0.87 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.23 |
Historic volatility: | 0.23 |
Parity: | -0.02 |
Time value: | 0.89 |
Break-even: | 98.90 |
Moneyness: | 1.00 |
Premium: | 0.10 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.03 |
Spread %: | 3.49% |
Delta: | 0.58 |
Theta: | -0.02 |
Omega: | 5.90 |
Rho: | 0.39 |
Quote data
Open: | 0.8600 |
---|---|
High: | 0.9300 |
Low: | 0.8600 |
Previous Close: | 0.8600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +25.35% | ||
---|---|---|---|
1 Month | +21.92% | ||
3 Months | +43.55% | ||
YTD | +18.67% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.8900 | 0.7800 |
---|---|---|
1M High / 1M Low: | 0.8900 | 0.6000 |
6M High / 6M Low: | 1.0300 | 0.3700 |
High (YTD): | 1/24/2025 | 0.8900 |
Low (YTD): | 1/13/2025 | 0.6000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8260 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7200 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.6746 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 97.37% | |
Volatility 6M: | 114.43% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |