UC WAR. CALL 12/25 DB1/ DE000HD1EPD9 /
8/30/2024 9:40:15 PM | Chg.0.0000 | Bid8/30/2024 | Ask8/30/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5400EUR | 0.00% | 0.5300 Bid Size: 15,000 |
0.5400 Ask Size: 15,000 |
DEUTSCHE BOERSE NA O... | 250.00 - | 12/17/2025 | Call |
Master data
WKN: | HD1EPD |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DEUTSCHE BOERSE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 250.00 - |
Maturity: | 12/17/2025 |
Issue date: | 12/27/2023 |
Last trading day: | 12/16/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 35.61 |
Leverage: | Yes |
Calculated values
Fair value: | 0.36 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.18 |
Historic volatility: | 0.15 |
Parity: | -4.70 |
Time value: | 0.57 |
Break-even: | 255.70 |
Moneyness: | 0.81 |
Premium: | 0.26 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.08 |
Spread %: | 16.33% |
Delta: | 0.25 |
Theta: | -0.02 |
Omega: | 8.91 |
Rho: | 0.59 |
Quote data
Open: | 0.5200 |
---|---|
High: | 0.5400 |
Low: | 0.5200 |
Previous Close: | 0.5400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +20.00% | ||
---|---|---|---|
1 Month | +45.95% | ||
3 Months | +170.00% | ||
YTD | +14.89% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5400 | 0.4500 |
---|---|---|
1M High / 1M Low: | 0.5400 | 0.2100 |
6M High / 6M Low: | 0.5400 | 0.1900 |
High (YTD): | 8/29/2024 | 0.5400 |
Low (YTD): | 5/29/2024 | 0.1900 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4860 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3848 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3302 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 188.25% | |
Volatility 6M: | 148.78% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |