UniCredit Call 125 MMM 15.01.2025
/ DE000HD9XY40
UniCredit Call 125 MMM 15.01.2025/ DE000HD9XY40 /
| 2024-12-20 7:31:30 PM |
Chg.+0.160 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+31.37% |
0.630
Bid Size: 20,000 |
0.640
Ask Size: 20,000 |
3M Company |
125.00 USD |
2025-01-15 |
Call |
Master data
| WKN: |
HD9XY4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
3M Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-10-29 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.32 |
| Parity: |
0.41 |
| Time value: |
0.24 |
| Break-even: |
126.36 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.68 |
| Theta: |
-0.08 |
| Omega: |
13.03 |
| Rho: |
0.05 |
Quote data
| Open: |
0.510 |
| High: |
0.690 |
| Low: |
0.460 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.90% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.510 |
| 1M High / 1M Low: |
1.040 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.791 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
