UC WAR. CALL 12/25 MUV2/ DE000HD2UT05 /
| 2024-09-04 1:40:15 PM | Chg.+0.0400 | Bid2:04:52 PM | Ask2:04:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6100EUR | +2.55% | 1.5900 Bid Size: 35,000 |
1.6000 Ask Size: 35,000 |
MUENCH.RUECKVERS.VNA... | 600.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | HD2UT0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MUENCH.RUECKVERS.VNA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 600.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-02-21 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 31.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.55 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.18 |
| Parity: | -10.48 |
| Time value: | 1.57 |
| Break-even: | 615.70 |
| Moneyness: | 0.83 |
| Premium: | 0.24 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.05 |
| Spread %: | 3.29% |
| Delta: | 0.27 |
| Theta: | -0.05 |
| Omega: | 8.67 |
| Rho: | 1.55 |
Quote data
| Open: | 1.4600 |
|---|---|
| High: | 1.6100 |
| Low: | 1.4600 |
| Previous Close: | 1.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.92% | ||
|---|---|---|---|
| 1 Month | +109.09% | ||
| 3 Months | +46.36% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6000 | 1.4500 |
|---|---|---|
| 1M High / 1M Low: | 1.6000 | 0.6300 |
| 6M High / 6M Low: | 1.6000 | 0.5100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0382 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9646 | |
| Avg. volume 6M: | 69.7674 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 100.10% | |
| Volatility 6M: | 136.61% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
