UniCredit Call 45 FL 19.03.2025
/ DE000HD5J0M4
UniCredit Call 45 FL 19.03.2025/ DE000HD5J0M4 /
10/07/2024 19:30:01 |
Chg.-0.002 |
Bid21:59:26 |
Ask21:59:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
-2.17% |
0.086 Bid Size: 100,000 |
0.093 Ask Size: 100,000 |
Foot Locker Inc |
45.00 - |
19/03/2025 |
Call |
Master data
WKN: |
HD5J0M |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Foot Locker Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 - |
Maturity: |
19/03/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
18/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.70 |
Historic volatility: |
0.60 |
Parity: |
-2.33 |
Time value: |
0.10 |
Break-even: |
45.95 |
Moneyness: |
0.48 |
Premium: |
1.12 |
Premium p.a.: |
1.96 |
Spread abs.: |
0.01 |
Spread %: |
7.95% |
Delta: |
0.18 |
Theta: |
-0.01 |
Omega: |
4.07 |
Rho: |
0.02 |
Quote data
Open: |
0.080 |
High: |
0.090 |
Low: |
0.080 |
Previous Close: |
0.092 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.14% |
1 Month |
|
|
-40.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.092 |
0.078 |
1M High / 1M Low: |
0.160 |
0.078 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.084 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.125 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
165.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |