UniCredit Call 15 SDF 19.03.2025
/ DE000HD5ESE2
UniCredit Call 15 SDF 19.03.2025/ DE000HD5ESE2 /
2024-10-28 4:39:20 PM |
Chg.+0.022 |
Bid5:24:54 PM |
Ask5:24:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.082EUR |
+36.67% |
0.081 Bid Size: 45,000 |
0.097 Ask Size: 45,000 |
K+S AG NA O.N. |
15.00 - |
2025-03-19 |
Call |
Master data
WKN: |
HD5ESE |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
K+S AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 - |
Maturity: |
2025-03-19 |
Issue date: |
2024-05-09 |
Last trading day: |
2025-03-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
93.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.26 |
Parity: |
-3.84 |
Time value: |
0.12 |
Break-even: |
15.12 |
Moneyness: |
0.74 |
Premium: |
0.35 |
Premium p.a.: |
1.18 |
Spread abs.: |
0.07 |
Spread %: |
140.00% |
Delta: |
0.11 |
Theta: |
0.00 |
Omega: |
10.48 |
Rho: |
0.00 |
Quote data
Open: |
0.075 |
High: |
0.082 |
Low: |
0.072 |
Previous Close: |
0.060 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+17.14% |
1 Month |
|
|
-48.75% |
3 Months |
|
|
-68.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.070 |
0.051 |
1M High / 1M Low: |
0.120 |
0.051 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.064 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.083 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
299.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |