UniCredit Call 30 ML 18.06.2025
/ DE000HD1EDU9
UniCredit Call 30 ML 18.06.2025/ DE000HD1EDU9 /
| 9/17/2024 7:31:46 PM |
Chg.+0.020 |
Bid9:25:42 PM |
Ask9:25:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+2.67% |
0.770
Bid Size: 20,000 |
0.780
Ask Size: 20,000 |
Cie Generale des Eta... |
30.00 - |
6/18/2025 |
Call |
Master data
| WKN: |
HD1EDU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Cie Generale des Etablissements Michelin SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
6/18/2025 |
| Issue date: |
12/27/2023 |
| Last trading day: |
6/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
0.62 |
| Time value: |
0.17 |
| Break-even: |
37.90 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
5.33% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.83 |
| Rho: |
0.17 |
Quote data
| Open: |
0.770 |
| High: |
0.780 |
| Low: |
0.760 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.59% |
| 1 Month |
|
|
+18.46% |
| 3 Months |
|
|
-15.38% |
| YTD |
|
|
+54.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.690 |
| 1M High / 1M Low: |
0.750 |
0.660 |
| 6M High / 6M Low: |
1.010 |
0.590 |
| High (YTD): |
6/13/2024 |
1.010 |
| Low (YTD): |
1/17/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.699 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.750 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.31% |
| Volatility 6M: |
|
64.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
