UniCredit Call 75 AZ2 18.06.2025
/ DE000HD21WW8
UniCredit Call 75 AZ2 18.06.2025/ DE000HD21WW8 /
30/08/2024 19:37:02 |
Chg.-0.010 |
Bid20:00:17 |
Ask20:00:17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
-9.09% |
0.100 Bid Size: 15,000 |
0.130 Ask Size: 15,000 |
ANDRITZ AG |
75.00 - |
18/06/2025 |
Call |
Master data
WKN: |
HD21WW |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ANDRITZ AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 - |
Maturity: |
18/06/2025 |
Issue date: |
23/01/2024 |
Last trading day: |
17/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
42.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.24 |
Parity: |
-1.56 |
Time value: |
0.14 |
Break-even: |
76.40 |
Moneyness: |
0.79 |
Premium: |
0.29 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.04 |
Spread %: |
40.00% |
Delta: |
0.21 |
Theta: |
-0.01 |
Omega: |
8.85 |
Rho: |
0.09 |
Quote data
Open: |
0.110 |
High: |
0.120 |
Low: |
0.100 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+233.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.090 |
1M High / 1M Low: |
0.120 |
0.010 |
6M High / 6M Low: |
0.190 |
0.010 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.096 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.065 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.090 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,216.01% |
Volatility 6M: |
|
1,021.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |