UniCredit Call 24 ASG 18.06.2025
/ DE000HD1EDB9
UniCredit Call 24 ASG 18.06.2025/ DE000HD1EDB9 /
| 27/09/2024 16:26:32 |
Chg.+0.12 |
Bid17:50:23 |
Ask17:50:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
+4.00% |
3.10
Bid Size: 4,000 |
3.14
Ask Size: 4,000 |
GENERALI |
24.00 EUR |
18/06/2025 |
Call |
Master data
| WKN: |
HD1EDB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
GENERALI |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
18/06/2025 |
| Issue date: |
27/12/2023 |
| Last trading day: |
17/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
1.95 |
| Time value: |
1.11 |
| Break-even: |
27.06 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
3.03% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
6.60 |
| Rho: |
0.12 |
Quote data
| Open: |
3.12 |
| High: |
3.12 |
| Low: |
3.12 |
| Previous Close: |
3.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.48% |
| 1 Month |
|
|
+68.65% |
| 3 Months |
|
|
+112.24% |
| YTD |
|
|
+975.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.05 |
2.93 |
| 1M High / 1M Low: |
3.08 |
1.85 |
| 6M High / 6M Low: |
3.08 |
0.84 |
| High (YTD): |
16/09/2024 |
3.08 |
| Low (YTD): |
03/01/2024 |
0.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.92% |
| Volatility 6M: |
|
139.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
