UniCredit Call 21 DUE 19.03.2025
/ DE000HD82T40
UniCredit Call 21 DUE 19.03.2025/ DE000HD82T40 /
| 11/8/2024 3:07:53 PM |
Chg.-0.530 |
Bid3:29:03 PM |
Ask3:29:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.880EUR |
-21.99% |
1.930
Bid Size: 20,000 |
1.960
Ask Size: 20,000 |
DUERR AG O.N. |
21.00 EUR |
3/19/2025 |
Call |
Master data
| WKN: |
HD82T4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
3/19/2025 |
| Issue date: |
8/20/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
1.18 |
| Time value: |
1.40 |
| Break-even: |
23.58 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.17 |
| Spread %: |
7.05% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
5.70 |
| Rho: |
0.04 |
Quote data
| Open: |
2.020 |
| High: |
2.120 |
| Low: |
1.770 |
| Previous Close: |
2.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.53% |
| 1 Month |
|
|
-41.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.410 |
1.780 |
| 1M High / 1M Low: |
3.210 |
1.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.134 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
