UniCredit Call 125 MMM 15.01.2025/  DE000HD9XY40  /

Frankfurt Zert./HVB
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:   -