UC WAR. CALL 09/25 BMT/ DE000HD950Z2 /
2024-12-23 9:45:48 PM | Chg.0.0000 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.4900EUR | 0.00% | 4.4900 Bid Size: 2,000 |
4.6000 Ask Size: 2,000 |
British American Tob... | 26.00 GBP | 2025-09-17 | Call |
Master data
WKN: | HD950Z |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | British American Tobacco PLC ORD 25P |
Type: | Warrant |
Option type: | Call |
Strike price: | 26.00 GBP |
Maturity: | 2025-09-17 |
Issue date: | 2024-09-30 |
Last trading day: | 2025-09-16 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.71 |
Leverage: | Yes |
Calculated values
Fair value: | 4.63 |
---|---|
Intrinsic value: | 3.35 |
Implied volatility: | 0.17 |
Historic volatility: | 0.18 |
Parity: | 3.35 |
Time value: | 1.15 |
Break-even: | 35.84 |
Moneyness: | 1.11 |
Premium: | 0.03 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.11 |
Spread %: | 2.51% |
Delta: | 0.82 |
Theta: | 0.00 |
Omega: | 6.34 |
Rho: | 0.18 |
Quote data
Open: | 4.3700 |
---|---|
High: | 4.6400 |
Low: | 4.3700 |
Previous Close: | 4.4900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -9.48% | ||
---|---|---|---|
1 Month | -9.11% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.9600 | 4.4900 |
---|---|---|
1M High / 1M Low: | 5.3200 | 4.4900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.6680 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.8970 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 72.44% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |