UC WAR. CALL 03/25 MRK/ DE000HD5SDF1 /
| 2024-10-03 9:40:40 AM | Chg.+0.0110 | Bid10:42:27 AM | Ask9:44:14 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0490EUR | +28.95% | 0.0470 Bid Size: 100,000 |
- Ask Size: 100,000 |
MERCK KGAA O.N. | 230.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD5SDF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MERCK KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 230.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-05-22 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 414.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.27 |
| Parity: | -7.26 |
| Time value: | 0.04 |
| Break-even: | 230.38 |
| Moneyness: | 0.68 |
| Premium: | 0.46 |
| Premium p.a.: | 1.30 |
| Spread abs.: | 0.01 |
| Spread %: | 22.58% |
| Delta: | 0.03 |
| Theta: | -0.01 |
| Omega: | 14.23 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0200 |
|---|---|
| High: | 0.0490 |
| Low: | 0.0200 |
| Previous Close: | 0.0380 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.95% | ||
|---|---|---|---|
| 1 Month | -71.18% | ||
| 3 Months | -62.31% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0590 | 0.0280 |
|---|---|---|
| 1M High / 1M Low: | 0.1800 | 0.0280 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0965 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 394.26% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
