UC WAR. CALL 09/25 BMT/ DE000HD950Z2 /
| 11/10/2024 21:46:41 | Chg.-0.2400 | Bid21:59:07 | Ask21:59:07 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6600EUR | -8.28% | 2.5900 Bid Size: 2,000 |
3.0400 Ask Size: 2,000 |
British American Tob... | 26.00 GBP | 17/09/2025 | 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: | 17/09/2025 |
| Issue date: | 30/09/2024 |
| Last trading day: | 16/09/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.72 |
|---|---|
| Intrinsic value: | 1.33 |
| Implied volatility: | 0.13 |
| Historic volatility: | 0.20 |
| Parity: | 1.33 |
| Time value: | 1.63 |
| Break-even: | 34.01 |
| Moneyness: | 1.04 |
| Premium: | 0.05 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.11 |
| Spread %: | 3.86% |
| Delta: | 0.74 |
| Theta: | 0.00 |
| Omega: | 8.07 |
| Rho: | 0.20 |
Quote data
| Open: | 2.6000 |
|---|---|
| High: | 2.7100 |
| Low: | 2.6000 |
| Previous Close: | 2.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.37% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9300 | 2.6600 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.8200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
