UniCredit Call 60 NDA 18.06.2025
/ DE000HD2MQF3
UniCredit Call 60 NDA 18.06.2025/ DE000HD2MQF3 /
| 15/11/2024 19:40:15 |
Chg.+0.070 |
Bid21:59:06 |
Ask21:59:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
+3.55% |
1.980
Bid Size: 4,000 |
2.170
Ask Size: 4,000 |
AURUBIS AG |
60.00 - |
18/06/2025 |
Call |
Master data
| WKN: |
HD2MQF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
18/06/2025 |
| Issue date: |
13/02/2024 |
| Last trading day: |
17/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.36 |
| Parity: |
1.85 |
| Time value: |
0.33 |
| Break-even: |
81.70 |
| Moneyness: |
1.31 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.19 |
| Spread %: |
9.60% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
3.09 |
| Rho: |
0.27 |
Quote data
| Open: |
2.000 |
| High: |
2.090 |
| Low: |
2.000 |
| Previous Close: |
1.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.35% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+83.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.380 |
1.880 |
| 1M High / 1M Low: |
2.410 |
1.020 |
| 6M High / 6M Low: |
2.420 |
0.840 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.583 |
| Avg. volume 6M: |
|
166.667 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.96% |
| Volatility 6M: |
|
135.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
