UniCredit Call 45 NMM 17.12.2025/  DE000HD6NAV3  /

Frankfurt Zert./HVB
2024-11-12  7:30:20 PM Chg.-0.080 Bid9:56:34 PM Ask9:56:34 PM Underlying Strike price Expiration date Option type
1.530EUR -4.97% 1.570
Bid Size: 6,000
1.580
Ask Size: 6,000
NEWMONT CORP. DL... 45.00 - 2025-12-17 Call
 

Master data

WKN: HD6NAV
Issuer: UniCredit
Currency: EUR
Underlying: NEWMONT CORP. DL 1,60
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2025-12-17
Issue date: 2024-06-27
Last trading day: 2025-12-16
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 24.06
Leverage: Yes

Calculated values

Fair value: 4.22
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.34
Parity: -5.30
Time value: 1.65
Break-even: 46.65
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 0.61%
Delta: 0.35
Theta: 0.00
Omega: 8.49
Rho: 0.14
 

Quote data

Open: 1.540
High: 1.600
Low: 1.520
Previous Close: 1.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.63%
1 Month
  -45.55%
3 Months
  -34.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.030 1.610
1M High / 1M Low: 3.220 1.610
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.886
Avg. volume 1W:   0.000
Avg. price 1M:   2.460
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -