UC WAR. CALL 03/25 FIE/ DE000HD3ZZ50 /
2024-09-06 9:45:11 PM | Chg.+0.0200 | Bid9:59:09 PM | Ask9:59:09 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6000EUR | +3.45% | 0.5300 Bid Size: 6,000 |
0.6500 Ask Size: 6,000 |
FIELMANN GROUP AG O.... | 40.00 - | 2025-03-19 | Call |
Master data
WKN: | HD3ZZ5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | FIELMANN GROUP AG O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 - |
Maturity: | 2025-03-19 |
Issue date: | 2024-03-21 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.78 |
Leverage: | Yes |
Calculated values
Fair value: | 0.57 |
---|---|
Intrinsic value: | 0.41 |
Implied volatility: | 0.30 |
Historic volatility: | 0.22 |
Parity: | 0.41 |
Time value: | 0.24 |
Break-even: | 46.50 |
Moneyness: | 1.10 |
Premium: | 0.05 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.12 |
Spread %: | 22.64% |
Delta: | 0.74 |
Theta: | -0.01 |
Omega: | 5.03 |
Rho: | 0.14 |
Quote data
Open: | 0.5800 |
---|---|
High: | 0.6500 |
Low: | 0.5800 |
Previous Close: | 0.5800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.64% | ||
---|---|---|---|
1 Month | +66.67% | ||
3 Months | -1.64% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6200 | 0.5600 |
---|---|---|
1M High / 1M Low: | 0.6200 | 0.3600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5840 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4536 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 146.65% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |