UC WAR. CALL 12/25 ZEG/ DE000HD7TME9 /
2024-08-23 9:46:12 PM | Chg.+0.0500 | Bid9:59:08 PM | Ask9:59:08 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.0800EUR | +2.46% | 2.0500 Bid Size: 3,000 |
2.1100 Ask Size: 3,000 |
Astrazeneca PLC ORD ... | 130.00 GBP | 2025-12-17 | Call |
Master data
WKN: | HD7TME |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Astrazeneca PLC ORD SHS $0.25 |
Type: | Warrant |
Option type: | Call |
Strike price: | 130.00 GBP |
Maturity: | 2025-12-17 |
Issue date: | 2024-08-12 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.35 |
Leverage: | Yes |
Calculated values
Fair value: | 1.99 |
---|---|
Intrinsic value: | 0.16 |
Implied volatility: | 0.24 |
Historic volatility: | 0.22 |
Parity: | 0.16 |
Time value: | 1.95 |
Break-even: | 174.58 |
Moneyness: | 1.01 |
Premium: | 0.13 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.06 |
Spread %: | 2.93% |
Delta: | 0.64 |
Theta: | -0.02 |
Omega: | 4.68 |
Rho: | 1.02 |
Quote data
Open: | 2.0600 |
---|---|
High: | 2.1100 |
Low: | 2.0600 |
Previous Close: | 2.0300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.46% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.0800 | 1.9900 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.0360 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |