UniCredit Call 16 AOMD 19.03.2025
/ DE000HD6S5G3
UniCredit Call 16 AOMD 19.03.2025/ DE000HD6S5G3 /
| 2024-11-12 8:23:44 PM |
Chg.-0.48 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.65EUR |
-9.36% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
16.00 - |
2025-03-19 |
Call |
Master data
| WKN: |
HD6S5G |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2025-03-19 |
| Issue date: |
2024-07-01 |
| Last trading day: |
2025-03-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.06 |
| Intrinsic value: |
4.57 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.41 |
| Parity: |
4.57 |
| Time value: |
0.67 |
| Break-even: |
21.24 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
2.95% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
3.36 |
| Rho: |
0.04 |
Quote data
| Open: |
4.81 |
| High: |
4.81 |
| Low: |
4.63 |
| Previous Close: |
5.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.26% |
| 1 Month |
|
|
+3.56% |
| 3 Months |
|
|
+69.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.24 |
4.76 |
| 1M High / 1M Low: |
5.26 |
3.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
