UniCredit Call 230 MRK 19.03.2025
/ DE000HD5SDF1
UniCredit Call 230 MRK 19.03.2025/ DE000HD5SDF1 /
| 8/26/2024 5:47:21 PM |
Chg.+0.010 |
Bid8/26/2024 |
Ask8/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+6.25% |
0.170
Bid Size: 25,000 |
0.180
Ask Size: 25,000 |
MERCK KGAA O.N. |
230.00 - |
3/19/2025 |
Call |
Master data
| WKN: |
HD5SDF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 - |
| Maturity: |
3/19/2025 |
| Issue date: |
5/22/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
90.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
-5.85 |
| Time value: |
0.19 |
| Break-even: |
231.90 |
| Moneyness: |
0.75 |
| Premium: |
0.35 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.03 |
| Spread %: |
18.75% |
| Delta: |
0.12 |
| Theta: |
-0.02 |
| Omega: |
10.57 |
| Rho: |
0.10 |
Quote data
| Open: |
0.160 |
| High: |
0.170 |
| Low: |
0.160 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+13.33% |
| 3 Months |
|
|
-26.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.150 |
| 1M High / 1M Low: |
0.190 |
0.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,465.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
