UC WAR. CALL 12/25 G1A/ DE000HD6Y238 /
| 11/09/2024 21:45:56 | Chg.0.0000 | Bid21:59:25 | Ask21:59:25 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | 0.00% | 0.3900 Bid Size: 20,000 |
0.4200 Ask Size: 20,000 |
GEA GROUP AG | 45.00 - | 17/12/2025 | Call |
Master data
| WKN: | HD6Y23 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GEA GROUP AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 17/12/2025 |
| Issue date: | 04/07/2024 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.34 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.20 |
| Parity: | -0.27 |
| Time value: | 0.42 |
| Break-even: | 49.20 |
| Moneyness: | 0.94 |
| Premium: | 0.16 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.03 |
| Spread %: | 7.69% |
| Delta: | 0.53 |
| Theta: | -0.01 |
| Omega: | 5.30 |
| Rho: | 0.23 |
Quote data
| Open: | 0.3700 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3700 |
| Previous Close: | 0.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +21.88% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3900 | 0.3600 |
|---|---|---|
| 1M High / 1M Low: | 0.4100 | 0.3200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3591 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 60.40% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
