UniCredit Call 40 GFS 19.03.2025
/ DE000HD8LKL3
UniCredit Call 40 GFS 19.03.2025/ DE000HD8LKL3 /
| 2024-11-08 8:26:04 AM |
Chg.-0.010 |
Bid9:05:01 AM |
Ask9:05:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-1.28% |
0.770
Bid Size: 4,000 |
0.830
Ask Size: 4,000 |
Global Foundries Inc |
40.00 USD |
2025-03-19 |
Call |
Master data
| WKN: |
HD8LKL |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Global Foundries Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2025-03-19 |
| Issue date: |
2024-09-10 |
| Last trading day: |
2025-03-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.43 |
| Parity: |
0.32 |
| Time value: |
0.61 |
| Break-even: |
46.57 |
| Moneyness: |
1.09 |
| Premium: |
0.15 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
2.20% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
2.91 |
| Rho: |
0.06 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+108.11% |
| 1 Month |
|
|
+63.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.340 |
| 1M High / 1M Low: |
0.880 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.512 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
