UC WAR. CALL 03/25 G1A/ DE000HD3ZZY5 /
| 2024-09-11 1:45:17 PM | Chg.+0.0100 | Bid3:02:32 PM | Ask3:02:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4600EUR | +2.22% | 0.4500 Bid Size: 100,000 |
0.4600 Ask Size: 100,000 |
GEA GROUP AG | 40.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD3ZZY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GEA GROUP AG |
| 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: | 8.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.41 |
|---|---|
| Intrinsic value: | 0.23 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.20 |
| Parity: | 0.23 |
| Time value: | 0.25 |
| Break-even: | 44.80 |
| Moneyness: | 1.06 |
| Premium: | 0.06 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.03 |
| Spread %: | 6.67% |
| Delta: | 0.68 |
| Theta: | -0.01 |
| Omega: | 6.03 |
| Rho: | 0.12 |
Quote data
| Open: | 0.4300 |
|---|---|
| High: | 0.4600 |
| Low: | 0.4300 |
| Previous Close: | 0.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.55% | ||
|---|---|---|---|
| 1 Month | +31.43% | ||
| 3 Months | +64.29% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4500 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.4700 | 0.3600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4059 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 67.55% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
