UC WAR. CALL 03/25 JEN/ DE000HD9RH49 /
| 2024-12-20 9:46:29 PM | Chg.-0.0300 | Bid9:59:29 PM | Ask9:59:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9700EUR | -3.00% | 0.9100 Bid Size: 4,000 |
1.1100 Ask Size: 4,000 |
JENOPTIK AG NA O.N. | 24.00 EUR | 2025-03-19 | Call |
Master data
| WKN: | HD9RH4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | JENOPTIK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 EUR |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-10-22 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.87 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.34 |
| Parity: | -1.70 |
| Time value: | 1.11 |
| Break-even: | 25.11 |
| Moneyness: | 0.93 |
| Premium: | 0.13 |
| Premium p.a.: | 0.64 |
| Spread abs.: | 0.20 |
| Spread %: | 21.98% |
| Delta: | 0.40 |
| Theta: | -0.01 |
| Omega: | 8.07 |
| Rho: | 0.02 |
Quote data
| Open: | 0.7800 |
|---|---|
| High: | 0.9700 |
| Low: | 0.7800 |
| Previous Close: | 1.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.23% | ||
|---|---|---|---|
| 1 Month | +15.48% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0900 | 0.7300 |
|---|---|---|
| 1M High / 1M Low: | 1.0900 | 0.5500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8200 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 235.90% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
