UC WAR. CALL 12/25 MRK/ DE000HD2B7L2 /
| 2024-07-23 3:41:04 PM | Chg.+0.0100 | Bid5:29:00 PM | Ask5:29:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1500EUR | +7.14% | 0.1500 Bid Size: 100,000 |
0.1600 Ask Size: 100,000 |
MERCK KGAA O.N. | 280.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD2B7L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MERCK KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-01-31 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 65.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.27 |
| Parity: | -13.00 |
| Time value: | 0.23 |
| Break-even: | 282.30 |
| Moneyness: | 0.54 |
| Premium: | 0.88 |
| Premium p.a.: | 0.57 |
| Spread abs.: | 0.18 |
| Spread %: | 360.00% |
| Delta: | 0.10 |
| Theta: | -0.01 |
| Omega: | 6.39 |
| Rho: | 0.17 |
Quote data
| Open: | 0.1400 |
|---|---|
| High: | 0.1500 |
| Low: | 0.1400 |
| Previous Close: | 0.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.67% | ||
|---|---|---|---|
| 1 Month | -40.00% | ||
| 3 Months | +7.14% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1800 | 0.1400 |
|---|---|---|
| 1M High / 1M Low: | 0.2400 | 0.1200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1629 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 242.66% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
