UniCredit Call 450 MUV2 17.12.2025
/ DE000HD21YF9
UniCredit Call 450 MUV2 17.12.202.../ DE000HD21YF9 /
29/07/2024 19:13:44 |
Chg.-0.250 |
Bid19:14:04 |
Ask19:14:04 |
Underlying |
Strike price |
Expiration date |
Option type |
5.170EUR |
-4.61% |
5.160 Bid Size: 10,000 |
5.190 Ask Size: 10,000 |
MUENCH.RUECKVERS.VNA... |
450.00 EUR |
17/12/2025 |
Call |
Master data
WKN: |
HD21YF |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 EUR |
Maturity: |
17/12/2025 |
Issue date: |
23/01/2024 |
Last trading day: |
16/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.18 |
Intrinsic value: |
0.53 |
Implied volatility: |
0.19 |
Historic volatility: |
0.18 |
Parity: |
0.53 |
Time value: |
4.95 |
Break-even: |
504.80 |
Moneyness: |
1.01 |
Premium: |
0.11 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.07 |
Spread %: |
1.29% |
Delta: |
0.65 |
Theta: |
-0.06 |
Omega: |
5.40 |
Rho: |
3.34 |
Quote data
Open: |
5.460 |
High: |
5.580 |
Low: |
5.170 |
Previous Close: |
5.420 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.58% |
1 Month |
|
|
-15.25% |
3 Months |
|
|
+55.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.420 |
5.100 |
1M High / 1M Low: |
6.140 |
4.690 |
6M High / 6M Low: |
6.250 |
2.250 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.188 |
Avg. volume 1W: |
|
1,740 |
Avg. price 1M: |
|
5.327 |
Avg. volume 1M: |
|
435 |
Avg. price 6M: |
|
4.338 |
Avg. volume 6M: |
|
68.504 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.07% |
Volatility 6M: |
|
106.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |