UniCredit Call 15 1U1 19.03.2025
/ DE000HD4U3E1
UniCredit Call 15 1U1 19.03.2025/ DE000HD4U3E1 /
| 09/07/2024 15:46:28 |
Chg.-0.120 |
Bid15:55:33 |
Ask15:55:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.770EUR |
-4.15% |
2.760
Bid Size: 30,000 |
2.790
Ask Size: 30,000 |
1+1 AG INH O.N. |
15.00 - |
19/03/2025 |
Call |
Master data
| WKN: |
HD4U3E |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
19/03/2025 |
| Issue date: |
18/04/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.32 |
| Parity: |
0.96 |
| Time value: |
2.02 |
| Break-even: |
17.98 |
| Moneyness: |
1.06 |
| Premium: |
0.13 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.16 |
| Spread %: |
5.67% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
3.55 |
| Rho: |
0.05 |
Quote data
| Open: |
2.900 |
| High: |
2.900 |
| Low: |
2.740 |
| Previous Close: |
2.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.48% |
| 1 Month |
|
|
-33.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.970 |
2.870 |
| 1M High / 1M Low: |
4.010 |
2.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
