UniCredit Call 450 MUV2 17.12.2025
/ DE000HD21YF9
UniCredit Call 450 MUV2 17.12.202.../ DE000HD21YF9 /
04/09/2024 17:00:12 |
Chg.+0.060 |
Bid17:12:30 |
Ask17:12:30 |
Underlying |
Strike price |
Expiration date |
Option type |
7.570EUR |
+0.80% |
7.530 Bid Size: 25,000 |
7.540 Ask Size: 25,000 |
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: |
6.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.94 |
Intrinsic value: |
4.52 |
Implied volatility: |
0.15 |
Historic volatility: |
0.18 |
Parity: |
4.52 |
Time value: |
2.98 |
Break-even: |
525.00 |
Moneyness: |
1.10 |
Premium: |
0.06 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.05 |
Spread %: |
0.67% |
Delta: |
0.82 |
Theta: |
-0.06 |
Omega: |
5.38 |
Rho: |
4.22 |
Quote data
Open: |
7.160 |
High: |
7.610 |
Low: |
7.160 |
Previous Close: |
7.510 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.85% |
1 Month |
|
|
+79.38% |
3 Months |
|
|
+42.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.530 |
7.060 |
1M High / 1M Low: |
7.530 |
3.880 |
6M High / 6M Low: |
7.530 |
2.630 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.292 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.469 |
Avg. volume 1M: |
|
104.545 |
Avg. price 6M: |
|
4.847 |
Avg. volume 6M: |
|
85.271 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.58% |
Volatility 6M: |
|
106.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |