UniCredit Call 40 G1A 17.12.2025
/ DE000HD6Y220
UniCredit Call 40 G1A 17.12.2025/ DE000HD6Y220 /
| 10/14/2024 10:23:12 AM |
Chg.+0.040 |
Bid10:32:08 AM |
Ask10:32:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+4.49% |
0.910
Bid Size: 90,000 |
0.920
Ask Size: 90,000 |
GEA GROUP AG |
40.00 - |
12/17/2025 |
Call |
Master data
| WKN: |
HD6Y22 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
12/17/2025 |
| Issue date: |
7/4/2024 |
| Last trading day: |
12/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.64 |
| Time value: |
0.36 |
| Break-even: |
50.00 |
| Moneyness: |
1.16 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.11 |
| Spread %: |
12.36% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
3.62 |
| Rho: |
0.31 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.72% |
| 1 Month |
|
|
+52.46% |
| 3 Months |
|
|
+66.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.790 |
| 1M High / 1M Low: |
0.890 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.724 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
