UC WAR. CALL 12/25 MRK/ DE000HD8Z2N5 /
2024-11-04 9:41:30 PM | Chg.0.0000 | Bid9:59:05 PM | Ask9:59:05 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1600EUR | 0.00% | 0.1400 Bid Size: 15,000 |
0.1600 Ask Size: 15,000 |
MERCK KGAA O.N. | 240.00 EUR | 2025-12-17 | Call |
Master data
WKN: | HD8Z2N |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MERCK KGAA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 240.00 EUR |
Maturity: | 2025-12-17 |
Issue date: | 2024-09-25 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 90.62 |
Leverage: | Yes |
Calculated values
Fair value: | 0.19 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.27 |
Parity: | -8.60 |
Time value: | 0.17 |
Break-even: | 241.70 |
Moneyness: | 0.64 |
Premium: | 0.57 |
Premium p.a.: | 0.50 |
Spread abs.: | 0.02 |
Spread %: | 13.33% |
Delta: | 0.09 |
Theta: | -0.01 |
Omega: | 8.52 |
Rho: | 0.14 |
Quote data
Open: | 0.1400 |
---|---|
High: | 0.1600 |
Low: | 0.1400 |
Previous Close: | 0.1600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.88% | ||
---|---|---|---|
1 Month | -20.00% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1700 | 0.1400 |
---|---|---|
1M High / 1M Low: | 0.2900 | 0.1400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1520 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1924 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 269.90% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |