UniCredit Call 32 FRE 19.03.2025
/ DE000HD62A60
UniCredit Call 32 FRE 19.03.2025/ DE000HD62A60 /
| 2024-12-20 7:32:48 PM |
Chg.-0.210 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.590EUR |
-7.50% |
2.530
Bid Size: 3,000 |
2.630
Ask Size: 3,000 |
FRESENIUS SE+CO.KGAA... |
32.00 - |
2025-03-19 |
Call |
Master data
| WKN: |
HD62A6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 - |
| Maturity: |
2025-03-19 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2025-03-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
1.20 |
| Time value: |
1.43 |
| Break-even: |
34.63 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.10 |
| Spread %: |
3.95% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
8.17 |
| Rho: |
0.05 |
Quote data
| Open: |
2.590 |
| High: |
2.590 |
| Low: |
2.360 |
| Previous Close: |
2.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.12% |
| 1 Month |
|
|
-5.13% |
| 3 Months |
|
|
-22.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.730 |
2.590 |
| 1M High / 1M Low: |
3.760 |
2.490 |
| 6M High / 6M Low: |
4.420 |
1.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.000 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.909 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.54% |
| Volatility 6M: |
|
136.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
