UC WAR. CALL 03/25 NDA/ DE000HD401P7 /
| 2024-12-20 9:46:07 PM | Chg.-0.0800 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1200EUR | -6.67% | 1.0900 Bid Size: 6,000 |
1.1300 Ask Size: 6,000 |
AURUBIS AG | 70.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD401P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-21 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.05 |
|---|---|
| Intrinsic value: | 0.79 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.37 |
| Parity: | 0.79 |
| Time value: | 0.34 |
| Break-even: | 81.30 |
| Moneyness: | 1.11 |
| Premium: | 0.04 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.04 |
| Spread %: | 3.67% |
| Delta: | 0.74 |
| Theta: | -0.03 |
| Omega: | 5.09 |
| Rho: | 0.11 |
Quote data
| Open: | 1.1400 |
|---|---|
| High: | 1.1400 |
| Low: | 1.0700 |
| Previous Close: | 1.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.00% | ||
|---|---|---|---|
| 1 Month | -5.08% | ||
| 3 Months | +57.75% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2600 | 1.1200 |
|---|---|---|
| 1M High / 1M Low: | 1.7000 | 0.9900 |
| 6M High / 6M Low: | 1.7000 | 0.2900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2752 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8812 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 212.92% | |
| Volatility 6M: | 210.02% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
