UC WAR. CALL 06/25 G1A/ DE000HD5ERU0 /
| 18/11/2024 19:45:28 | Chg.+0.0300 | Bid20:00:00 | Ask20:00:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8500EUR | +3.66% | 0.8400 Bid Size: 12,000 |
0.8700 Ask Size: 12,000 |
GEA GROUP AG | 38.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD5ERU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GEA GROUP AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 09/05/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.81 |
|---|---|
| Intrinsic value: | 0.72 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.19 |
| Parity: | 0.72 |
| Time value: | 0.17 |
| Break-even: | 46.90 |
| Moneyness: | 1.19 |
| Premium: | 0.04 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.11 |
| Spread %: | 14.10% |
| Delta: | 0.83 |
| Theta: | -0.01 |
| Omega: | 4.23 |
| Rho: | 0.17 |
Quote data
| Open: | 0.8000 |
|---|---|
| High: | 0.8500 |
| Low: | 0.8000 |
| Previous Close: | 0.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.61% | ||
|---|---|---|---|
| 1 Month | -16.67% | ||
| 3 Months | +57.41% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9200 | 0.8200 |
|---|---|---|
| 1M High / 1M Low: | 1.0200 | 0.8100 |
| 6M High / 6M Low: | 1.0500 | 0.3700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8962 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6275 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 66.96% | |
| Volatility 6M: | 87.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
