UC WAR. CALL 03/25 MTX/ DE000HD3XW55 /
| 14/11/2024 19:40:10 | Chg.+0.2200 | Bid21:16:13 | Ask21:16:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0000EUR | +7.91% | 2.9500 Bid Size: 3,000 |
3.0100 Ask Size: 3,000 |
MTU AERO ENGINES NA ... | 300.00 EUR | 19/03/2025 | 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: | 19/03/2025 |
| Issue date: | 20/03/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.26 |
|---|---|
| Intrinsic value: | 1.02 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.21 |
| Parity: | 1.02 |
| Time value: | 1.77 |
| Break-even: | 327.90 |
| Moneyness: | 1.03 |
| Premium: | 0.06 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.09 |
| Spread %: | 3.33% |
| Delta: | 0.63 |
| Theta: | -0.09 |
| Omega: | 7.06 |
| Rho: | 0.58 |
Quote data
| Open: | 2.6500 |
|---|---|
| High: | 3.1100 |
| Low: | 2.6500 |
| Previous Close: | 2.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.91% | ||
|---|---|---|---|
| 1 Month | +66.67% | ||
| 3 Months | +152.10% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3300 | 2.7800 |
|---|---|---|
| 1M High / 1M Low: | 3.3800 | 1.8000 |
| 6M High / 6M Low: | 3.3800 | 0.3600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.1060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.8035 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3134 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 215.00% | |
| Volatility 6M: | 162.22% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
