UC WAR. CALL 03/25 FRE/ DE000HD4Z727 /
10/10/2024 11:42:11 AM | Chg.-0.0600 | Bid12:29:04 PM | Ask12:29:04 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3400EUR | -15.00% | 0.3300 Bid Size: 50,000 |
0.3400 Ask Size: 50,000 |
FRESENIUS SE+CO.KGAA... | 42.00 - | 3/19/2025 | Call |
Master data
WKN: | HD4Z72 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | FRESENIUS SE+CO.KGAA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 42.00 - |
Maturity: | 3/19/2025 |
Issue date: | 4/24/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 79.49 |
Leverage: | Yes |
Calculated values
Fair value: | 0.28 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.23 |
Parity: | -7.82 |
Time value: | 0.43 |
Break-even: | 42.43 |
Moneyness: | 0.81 |
Premium: | 0.24 |
Premium p.a.: | 0.64 |
Spread abs.: | 0.06 |
Spread %: | 16.22% |
Delta: | 0.15 |
Theta: | 0.00 |
Omega: | 12.06 |
Rho: | 0.02 |
Quote data
Open: | 0.3100 |
---|---|
High: | 0.3400 |
Low: | 0.3100 |
Previous Close: | 0.4000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -17.07% | ||
---|---|---|---|
1 Month | -26.09% | ||
3 Months | +100.00% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4100 | 0.3600 |
---|---|---|
1M High / 1M Low: | 0.6300 | 0.3400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3920 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4364 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 158.75% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |