UC WAR. CALL 09/25 BMT/ DE000HD95113 /
| 15/11/2024 19:45:09 | Chg.+0.3300 | Bid20:00:23 | Ask20:00:23 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5600EUR | +26.83% | 1.5400 Bid Size: 4,000 |
1.6100 Ask Size: 4,000 |
British American Tob... | 30.00 GBP | 17/09/2025 | Call |
Master data
| WKN: | HD9511 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | British American Tobacco PLC ORD 25P |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 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: | 25.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.53 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.18 |
| Parity: | -2.48 |
| Time value: | 1.31 |
| Break-even: | 37.40 |
| Moneyness: | 0.93 |
| Premium: | 0.11 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.12 |
| Spread %: | 10.08% |
| Delta: | 0.41 |
| Theta: | 0.00 |
| Omega: | 10.41 |
| Rho: | 0.10 |
Quote data
| Open: | 1.1600 |
|---|---|
| High: | 1.5600 |
| Low: | 1.1600 |
| Previous Close: | 1.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +52.94% | ||
|---|---|---|---|
| 1 Month | +56.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2300 | 1.0200 |
|---|---|---|
| 1M High / 1M Low: | 1.2300 | 0.7000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9530 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 173.85% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
