UC WAR. CALL 03/25 NDA/ DE000HD4PP46 /
| 11/15/2024 11:46:28 AM | Chg.+0.0070 | Bid1:02:38 PM | Ask1:02:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0660EUR | +11.86% | 0.0670 Bid Size: 80,000 |
0.0860 Ask Size: 80,000 |
AURUBIS AG | 110.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD4PP4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 4/16/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 70.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.36 |
| Parity: | -3.30 |
| Time value: | 0.11 |
| Break-even: | 111.10 |
| Moneyness: | 0.70 |
| Premium: | 0.44 |
| Premium p.a.: | 1.94 |
| Spread abs.: | 0.09 |
| Spread %: | 450.00% |
| Delta: | 0.12 |
| Theta: | -0.02 |
| Omega: | 8.50 |
| Rho: | 0.03 |
Quote data
| Open: | 0.0300 |
|---|---|
| High: | 0.0660 |
| Low: | 0.0300 |
| Previous Close: | 0.0590 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -58.75% | ||
|---|---|---|---|
| 1 Month | +6500.00% | ||
| 3 Months | +6500.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1600 | 0.0590 |
|---|---|---|
| 1M High / 1M Low: | 0.1600 | 0.0010 |
| 6M High / 6M Low: | 0.2000 | 0.0010 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1046 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0373 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0515 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 2,235.09% | |
| Volatility 6M: | 1,167.64% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
