UC WAR. CALL 03/25 CIS/ DE000HD62N99 /
| 08/11/2024 21:40:42 | Chg.0.0000 | Bid21:58:22 | Ask21:58:22 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2800EUR | 0.00% | 1.2900 Bid Size: 45,000 |
1.3000 Ask Size: 45,000 |
CISCO SYSTEMS DL-... | 45.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD62N9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CISCO SYSTEMS DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 03/06/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.98 |
|---|---|
| Intrinsic value: | 0.92 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.19 |
| Parity: | 0.92 |
| Time value: | 0.38 |
| Break-even: | 58.00 |
| Moneyness: | 1.20 |
| Premium: | 0.07 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.01 |
| Spread %: | 0.78% |
| Delta: | 0.76 |
| Theta: | -0.03 |
| Omega: | 3.18 |
| Rho: | 0.10 |
Quote data
| Open: | 1.2800 |
|---|---|
| High: | 1.2800 |
| Low: | 1.2700 |
| Previous Close: | 1.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.90% | ||
|---|---|---|---|
| 1 Month | +42.22% | ||
| 3 Months | +220.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2800 | 1.0800 |
|---|---|---|
| 1M High / 1M Low: | 1.2800 | 0.9000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0964 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 89.64% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
