UniCredit Call 35 FL 19.03.2025
/ DE000HD4NAZ9
UniCredit Call 35 FL 19.03.2025/ DE000HD4NAZ9 /
10/09/2024 14:26:44 |
Chg.-0.010 |
Bid10/09/2024 |
Ask10/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-6.25% |
0.150 Bid Size: 40,000 |
0.180 Ask Size: 40,000 |
Foot Locker Inc |
35.00 - |
19/03/2025 |
Call |
Master data
WKN: |
HD4NAZ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Foot Locker Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 - |
Maturity: |
19/03/2025 |
Issue date: |
15/04/2024 |
Last trading day: |
18/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.71 |
Historic volatility: |
0.56 |
Parity: |
-1.22 |
Time value: |
0.17 |
Break-even: |
36.70 |
Moneyness: |
0.65 |
Premium: |
0.61 |
Premium p.a.: |
1.50 |
Spread abs.: |
0.01 |
Spread %: |
6.25% |
Delta: |
0.29 |
Theta: |
-0.01 |
Omega: |
3.94 |
Rho: |
0.03 |
Quote data
Open: |
0.140 |
High: |
0.150 |
Low: |
0.140 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-48.28% |
1 Month |
|
|
-66.67% |
3 Months |
|
|
-40.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.160 |
1M High / 1M Low: |
0.530 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.224 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.400 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |