UC WAR. CALL 03/25 GOB/ DE000HD5HQ02 /
| 11/12/2024 11:47:10 AM | Chg.-0.0300 | Bid1:27:46 PM | Ask1:27:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7800EUR | -3.70% | 0.7600 Bid Size: 60,000 |
0.7700 Ask Size: 60,000 |
ST GOBAIN ... | 85.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD5HQ0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ST GOBAIN EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 85.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 5/13/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.77 |
|---|---|
| Intrinsic value: | 0.41 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.24 |
| Parity: | 0.41 |
| Time value: | 0.41 |
| Break-even: | 93.20 |
| Moneyness: | 1.05 |
| Premium: | 0.05 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.04 |
| Spread %: | 5.13% |
| Delta: | 0.67 |
| Theta: | -0.02 |
| Omega: | 7.33 |
| Rho: | 0.18 |
Quote data
| Open: | 0.7300 |
|---|---|
| High: | 0.7800 |
| Low: | 0.7300 |
| Previous Close: | 0.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +47.17% | ||
|---|---|---|---|
| 1 Month | +52.94% | ||
| 3 Months | +200.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8100 | 0.5300 |
|---|---|---|
| 1M High / 1M Low: | 0.8100 | 0.4400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5495 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 173.94% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
