UC WAR. CALL 12/25 BNR/ DE000HD71932 /
| 2024-10-07 7:41:20 PM | Chg.-0.0300 | Bid8:24:59 PM | Ask8:24:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7800EUR | -3.70% | 0.7600 Bid Size: 12,000 |
0.7900 Ask Size: 12,000 |
BRENNTAG SE NA O.N. | 65.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | HD7193 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-07-09 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.81 |
|---|---|
| Intrinsic value: | 0.14 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.21 |
| Parity: | 0.14 |
| Time value: | 0.87 |
| Break-even: | 75.10 |
| Moneyness: | 1.02 |
| Premium: | 0.13 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.21 |
| Spread %: | 26.25% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 4.20 |
| Rho: | 0.39 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.7900 |
| Low: | 0.7800 |
| Previous Close: | 0.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.02% | ||
|---|---|---|---|
| 1 Month | +6.85% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8600 | 0.8100 |
|---|---|---|
| 1M High / 1M Low: | 0.8800 | 0.5300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7165 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 205.32% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
