UC WAR. CALL 03/25 MTX/ DE000HD3XW55 /
| 2024-10-11 8:00:52 AM | Chg.-0.1100 | Bid8:21:47 AM | Ask8:21:47 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5200EUR | -6.75% | 1.5300 Bid Size: 4,000 |
1.7400 Ask Size: 4,000 |
MTU AERO ENGINES NA ... | 300.00 EUR | 2025-03-19 | Call |
Master data
| WKN: | HD3XW5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MTU AERO ENGINES NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 EUR |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-20 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.21 |
| Parity: | -1.51 |
| Time value: | 1.68 |
| Break-even: | 316.80 |
| Moneyness: | 0.95 |
| Premium: | 0.11 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.09 |
| Spread %: | 5.66% |
| Delta: | 0.46 |
| Theta: | -0.08 |
| Omega: | 7.77 |
| Rho: | 0.50 |
Quote data
| Open: | 1.5200 |
|---|---|
| High: | 1.5200 |
| Low: | 1.5200 |
| Previous Close: | 1.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.06% | ||
|---|---|---|---|
| 1 Month | +16.03% | ||
| 3 Months | +68.89% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6900 | 1.5500 |
|---|---|---|
| 1M High / 1M Low: | 1.6900 | 1.1600 |
| 6M High / 6M Low: | 1.6900 | 0.3600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4968 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9155 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 135.90% | |
| Volatility 6M: | 150.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
