UC WAR. CALL 06/25 NDA/ DE000HD8C677 /
| 2024-11-15 9:47:14 PM | Chg.+0.0700 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0700EUR | +7.00% | 1.0500 Bid Size: 4,000 |
1.2400 Ask Size: 4,000 |
AURUBIS AG | 75.00 EUR | 2025-06-18 | Call |
Master data
| WKN: | HD8C67 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-08-29 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.09 |
|---|---|
| Intrinsic value: | 0.35 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.36 |
| Parity: | 0.35 |
| Time value: | 0.90 |
| Break-even: | 87.40 |
| Moneyness: | 1.05 |
| Premium: | 0.11 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.19 |
| Spread %: | 18.10% |
| Delta: | 0.64 |
| Theta: | -0.03 |
| Omega: | 4.04 |
| Rho: | 0.22 |
Quote data
| Open: | 1.0000 |
|---|---|
| High: | 1.0700 |
| Low: | 1.0000 |
| Previous Close: | 1.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.32% | ||
|---|---|---|---|
| 1 Month | +148.84% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3300 | 0.9600 |
|---|---|---|
| 1M High / 1M Low: | 1.3600 | 0.4300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8273 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 267.17% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
