UniCredit Call 2.2 AT1 19.03.2025
/ DE000HD76K13
UniCredit Call 2.2 AT1 19.03.2025/ DE000HD76K13 /
03/09/2024 11:36:27 |
Chg.-0.010 |
Bid11:51:40 |
Ask11:51:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
-2.17% |
0.450 Bid Size: 90,000 |
0.460 Ask Size: 90,000 |
AROUNDTOWN EO-,01 |
2.20 EUR |
19/03/2025 |
Call |
Master data
WKN: |
HD76K1 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.20 EUR |
Maturity: |
19/03/2025 |
Issue date: |
18/07/2024 |
Last trading day: |
18/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.90 |
Historic volatility: |
0.63 |
Parity: |
-0.12 |
Time value: |
0.51 |
Break-even: |
2.71 |
Moneyness: |
0.95 |
Premium: |
0.30 |
Premium p.a.: |
0.63 |
Spread abs.: |
0.07 |
Spread %: |
15.91% |
Delta: |
0.61 |
Theta: |
0.00 |
Omega: |
2.48 |
Rho: |
0.00 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.450 |
Previous Close: |
0.460 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.76% |
1 Month |
|
|
+28.57% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.400 |
1M High / 1M Low: |
0.480 |
0.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.436 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.386 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |