UC WAR. CALL 06/25 FIV/ DE000HD75L88 /
2024-10-11 9:41:38 PM | Chg.+0.0800 | Bid2024-10-11 | Ask2024-10-11 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8500EUR | +10.39% | 0.8500 Bid Size: 15,000 |
0.8600 Ask Size: 15,000 |
Fiserv | 210.00 USD | 2025-06-18 | Call |
Master data
WKN: | HD75L8 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Fiserv |
Type: | Warrant |
Option type: | Call |
Strike price: | 210.00 USD |
Maturity: | 2025-06-18 |
Issue date: | 2024-07-17 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 22.04 |
Leverage: | Yes |
Calculated values
Fair value: | 0.32 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.15 |
Parity: | -2.01 |
Time value: | 0.78 |
Break-even: | 199.87 |
Moneyness: | 0.90 |
Premium: | 0.16 |
Premium p.a.: | 0.25 |
Spread abs.: | 0.01 |
Spread %: | 1.30% |
Delta: | 0.37 |
Theta: | -0.03 |
Omega: | 8.09 |
Rho: | 0.38 |
Quote data
Open: | 0.7200 |
---|---|
High: | 0.8600 |
Low: | 0.7200 |
Previous Close: | 0.7700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +21.43% | ||
---|---|---|---|
1 Month | +112.50% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8000 | 0.7000 |
---|---|---|
1M High / 1M Low: | 0.8000 | 0.4000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5527 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 122.20% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |