UniCredit Call 42 G1A 19.03.2025
/ DE000HD4JSC8
UniCredit Call 42 G1A 19.03.2025/ DE000HD4JSC8 /
| 2024-12-19 1:23:39 PM |
Chg.-0.060 |
Bid9:59:38 PM |
Ask2024-12-19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-8.11% |
-
Bid Size: - |
-
Ask Size: - |
GEA GROUP AG |
42.00 - |
2025-03-19 |
Call |
Master data
| WKN: |
HD4JSC |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
2025-03-19 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
0.62 |
| Time value: |
0.07 |
| Break-even: |
48.90 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
9.52% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
6.13 |
| Rho: |
0.08 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.670 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.11% |
| 1 Month |
|
|
+17.24% |
| 3 Months |
|
|
+65.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.680 |
| 1M High / 1M Low: |
0.780 |
0.530 |
| 6M High / 6M Low: |
0.780 |
0.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.656 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.422 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.57% |
| Volatility 6M: |
|
120.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
