UniCredit Call 80 NDA 19.03.2025
/ DE000HD401Q5
UniCredit Call 80 NDA 19.03.2025/ DE000HD401Q5 /
12/11/2024 20:48:51 |
Chg.-0.320 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
-34.04% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
80.00 - |
19/03/2025 |
Call |
Master data
WKN: |
HD401Q |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 - |
Maturity: |
19/03/2025 |
Issue date: |
21/03/2024 |
Last trading day: |
18/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.18 |
Implied volatility: |
0.44 |
Historic volatility: |
0.35 |
Parity: |
0.18 |
Time value: |
0.79 |
Break-even: |
89.70 |
Moneyness: |
1.02 |
Premium: |
0.10 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.05 |
Spread %: |
5.43% |
Delta: |
0.60 |
Theta: |
-0.04 |
Omega: |
5.07 |
Rho: |
0.14 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.610 |
Previous Close: |
0.940 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.59% |
1 Month |
|
|
+342.86% |
3 Months |
|
|
+210.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.620 |
1M High / 1M Low: |
0.950 |
0.110 |
6M High / 6M Low: |
1.030 |
0.110 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.785 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.387 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.458 |
Avg. volume 6M: |
|
91.603 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
333.35% |
Volatility 6M: |
|
250.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |