UC WAR. CALL 01/25 02M/ DE000HD8QRC6 /
| 2024-10-18 9:42:31 PM | Chg.+0.0300 | Bid9:44:20 PM | Ask9:44:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3100EUR | +10.71% | 0.3100 Bid Size: 50,000 |
0.3200 Ask Size: 50,000 |
Mosaic Company | 24.00 USD | 2025-01-15 | Call |
Master data
| WKN: | HD8QRC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Mosaic Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 USD |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-09-16 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.21 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.29 |
| Parity: | 0.21 |
| Time value: | 0.11 |
| Break-even: | 25.28 |
| Moneyness: | 1.09 |
| Premium: | 0.05 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.01 |
| Spread %: | 3.23% |
| Delta: | 0.72 |
| Theta: | -0.01 |
| Omega: | 5.43 |
| Rho: | 0.03 |
Quote data
| Open: | 0.2900 |
|---|---|
| High: | 0.3200 |
| Low: | 0.2900 |
| Previous Close: | 0.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.13% | ||
|---|---|---|---|
| 1 Month | -11.43% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3100 | 0.2800 |
|---|---|---|
| 1M High / 1M Low: | 0.3800 | 0.2700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3209 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 175.38% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
