UC WAR. CALL 12/25 NDA/ DE000HD6Y485 /
| 10/10/2024 3:45:01 PM | Chg.+0.0300 | Bid3:52:27 PM | Ask3:52:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4700EUR | +6.82% | 0.4800 Bid Size: 100,000 |
0.4900 Ask Size: 100,000 |
AURUBIS AG | 80.00 - | 12/17/2025 | Call |
Master data
| WKN: | HD6Y48 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 12/17/2025 |
| Issue date: | 7/4/2024 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.48 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.34 |
| Parity: | -1.65 |
| Time value: | 0.47 |
| Break-even: | 84.70 |
| Moneyness: | 0.79 |
| Premium: | 0.33 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.04 |
| Spread %: | 9.30% |
| Delta: | 0.36 |
| Theta: | -0.01 |
| Omega: | 4.90 |
| Rho: | 0.22 |
Quote data
| Open: | 0.4200 |
|---|---|
| High: | 0.4700 |
| Low: | 0.4200 |
| Previous Close: | 0.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.44% | ||
|---|---|---|---|
| 1 Month | -11.32% | ||
| 3 Months | -65.69% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4800 | 0.4000 |
|---|---|---|
| 1M High / 1M Low: | 0.8000 | 0.4000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5259 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 193.88% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
