UC WAR. CALL 12/25 G1A/ DE000HD6Y220 /
| 2024-11-15 9:46:20 PM | Chg.-0.0200 | Bid9:59:21 PM | Ask9:59:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7600EUR | -2.56% | 0.7500 Bid Size: 14,000 |
0.8600 Ask Size: 14,000 |
GEA GROUP AG | 40.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD6Y22 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GEA GROUP AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-07-04 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.75 |
|---|---|
| Intrinsic value: | 0.52 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.19 |
| Parity: | 0.52 |
| Time value: | 0.34 |
| Break-even: | 48.60 |
| Moneyness: | 1.13 |
| Premium: | 0.07 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.11 |
| Spread %: | 14.67% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 3.99 |
| Rho: | 0.28 |
Quote data
| Open: | 0.7600 |
|---|---|
| High: | 0.7700 |
| Low: | 0.7300 |
| Previous Close: | 0.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.17% | ||
|---|---|---|---|
| 1 Month | -21.65% | ||
| 3 Months | +38.18% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8300 | 0.7600 |
|---|---|---|
| 1M High / 1M Low: | 0.9700 | 0.7500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8286 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 60.62% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
