UC WAR. CALL 06/25 G1A/ DE000HD5ERU0 /
| 07/08/2024 11:46:59 | Chg.+0.0600 | Bid07/08/2024 | Ask07/08/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4800EUR | +14.29% | 0.4700 Bid Size: 125,000 |
0.4800 Ask Size: 125,000 |
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: | 9.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.36 |
|---|---|
| Intrinsic value: | 0.04 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.20 |
| Parity: | 0.04 |
| Time value: | 0.38 |
| Break-even: | 42.20 |
| Moneyness: | 1.01 |
| Premium: | 0.10 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.02 |
| Spread %: | 5.00% |
| Delta: | 0.62 |
| Theta: | -0.01 |
| Omega: | 5.65 |
| Rho: | 0.17 |
Quote data
| Open: | 0.5100 |
|---|---|
| High: | 0.5100 |
| Low: | 0.4800 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.79% | ||
|---|---|---|---|
| 1 Month | -9.43% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5700 | 0.4200 |
|---|---|---|
| 1M High / 1M Low: | 0.5700 | 0.4200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5118 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 95.43% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
