UniCredit Call 4.2 EZJ 19.03.2025
/ DE000HD80N71
UniCredit Call 4.2 EZJ 19.03.2025/ DE000HD80N71 /
| 11/19/2024 7:19:01 PM |
Chg.+0.020 |
Bid11/19/2024 |
Ask11/19/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.420EUR |
+1.43% |
1.420
Bid Size: 4,000 |
1.460
Ask Size: 4,000 |
Easyjet PLC ORD 27 2... |
4.20 GBP |
3/19/2025 |
Call |
Master data
| WKN: |
HD80N7 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Easyjet PLC ORD 27 2/7P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.20 GBP |
| Maturity: |
3/19/2025 |
| Issue date: |
8/19/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.34 |
| Parity: |
1.18 |
| Time value: |
0.28 |
| Break-even: |
6.48 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
5.80% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
3.45 |
| Rho: |
0.01 |
Quote data
| Open: |
1.400 |
| High: |
1.430 |
| Low: |
1.290 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.90% |
| 1 Month |
|
|
-0.70% |
| 3 Months |
|
|
+91.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.360 |
| 1M High / 1M Low: |
1.640 |
1.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
