UniCredit Call 450 AEC1 17.12.2025
/ DE000HD542A0
UniCredit Call 450 AEC1 17.12.202.../ DE000HD542A0 /
| 12/27/2024 7:31:46 PM |
Chg.0.000 |
Bid8:11:56 PM |
Ask8:11:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
0.420
Bid Size: 20,000 |
0.430
Ask Size: 20,000 |
AMER. EXPRESS DL... |
450.00 - |
12/17/2025 |
Call |
Master data
| WKN: |
HD542A |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AMER. EXPRESS DL -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
12/17/2025 |
| Issue date: |
4/29/2024 |
| Last trading day: |
12/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
66.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-15.83 |
| Time value: |
0.44 |
| Break-even: |
454.40 |
| Moneyness: |
0.65 |
| Premium: |
0.56 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.12 |
| Theta: |
-0.03 |
| Omega: |
7.68 |
| Rho: |
0.29 |
Quote data
| Open: |
0.410 |
| High: |
0.460 |
| Low: |
0.410 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-17.65% |
| 3 Months |
|
|
+55.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.420 |
| 1M High / 1M Low: |
0.550 |
0.010 |
| 6M High / 6M Low: |
0.550 |
0.010 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.435 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.447 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
20,154.52% |
| Volatility 6M: |
|
7,580.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
