UC WAR. CALL 12/25 NDA/ DE000HD6Y493 /
| 2024-10-10 3:45:38 PM | Chg.+0.0400 | Bid2024-10-10 | Ask2024-10-10 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2900EUR | +16.00% | 0.2900 Bid Size: 100,000 |
0.3000 Ask Size: 100,000 |
AURUBIS AG | 90.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD6Y49 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-07-04 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.30 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.34 |
| Parity: | -2.65 |
| Time value: | 0.28 |
| Break-even: | 92.80 |
| Moneyness: | 0.71 |
| Premium: | 0.46 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.04 |
| Spread %: | 16.67% |
| Delta: | 0.25 |
| Theta: | -0.01 |
| Omega: | 5.58 |
| Rho: | 0.15 |
Quote data
| Open: | 0.2200 |
|---|---|
| High: | 0.2900 |
| Low: | 0.2200 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.54% | ||
|---|---|---|---|
| 1 Month | -9.38% | ||
| 3 Months | -70.10% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2800 | 0.2200 |
|---|---|---|
| 1M High / 1M Low: | 0.5200 | 0.2200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2500 | |
| Avg. volume 1W: | 380 | |
| Avg. price 1M: | 0.3155 | |
| Avg. volume 1M: | 200 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 221.18% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
