UC WAR. CALL 03/25 MTX/ DE000HD3XW30 /
11/10/2024 09:40:35 | Chg.-0.210 | Bid10:00:00 | Ask10:00:00 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.960EUR | -2.93% | 7.180 Bid Size: 15,000 |
7.210 Ask Size: 15,000 |
MTU AERO ENGINES NA ... | 220.00 EUR | 19/03/2025 | Call |
Master data
WKN: | HD3XW3 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MTU AERO ENGINES NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 220.00 EUR |
Maturity: | 19/03/2025 |
Issue date: | 20/03/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.92 |
Leverage: | Yes |
Calculated values
Fair value: | 6.84 |
---|---|
Intrinsic value: | 6.49 |
Implied volatility: | 0.39 |
Historic volatility: | 0.21 |
Parity: | 6.49 |
Time value: | 0.78 |
Break-even: | 292.70 |
Moneyness: | 1.30 |
Premium: | 0.03 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.17 |
Spread %: | 2.39% |
Delta: | 0.88 |
Theta: | -0.06 |
Omega: | 3.46 |
Rho: | 0.78 |
Quote data
Open: | 6.970 |
---|---|
High: | 6.970 |
Low: | 6.960 |
Previous Close: | 7.170 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.20% | ||
---|---|---|---|
1 Month | +10.30% | ||
3 Months | +64.15% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 7.240 | 6.900 |
---|---|---|
1M High / 1M Low: | 7.240 | 5.850 |
6M High / 6M Low: | 7.240 | 2.300 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 7.132 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 6.776 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.515 | |
Avg. volume 6M: | 3.077 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 66.75% | |
Volatility 6M: | 95.50% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |