UniCredit Call 125 MMM 15.01.2025
/ DE000HD9XY40
UniCredit Call 125 MMM 15.01.2025/ DE000HD9XY40 /
12/20/2024 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 |
1/15/2025 |
Call |
Master data
WKN: |
HD9XY4 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
3M Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
125.00 USD |
Maturity: |
1/15/2025 |
Issue date: |
10/29/2024 |
Last trading day: |
1/14/2025 |
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: |
|
- |