UniCredit Call 90 EVD 19.03.2025
/ DE000HD3ZYP6
UniCredit Call 90 EVD 19.03.2025/ DE000HD3ZYP6 /
| 11/10/2024 19:37:48 |
Chg.+0.010 |
Bid21:59:02 |
Ask21:59:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+0.81% |
1.100
Bid Size: 6,000 |
1.430
Ask Size: 6,000 |
CTS EVENTIM KGAA |
90.00 - |
19/03/2025 |
Call |
Master data
| WKN: |
HD3ZYP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
19/03/2025 |
| Issue date: |
21/03/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.26 |
| Parity: |
0.74 |
| Time value: |
0.69 |
| Break-even: |
104.30 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.33 |
| Spread %: |
30.00% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
4.70 |
| Rho: |
0.23 |
Quote data
| Open: |
1.260 |
| High: |
1.390 |
| Low: |
1.240 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.17% |
| 1 Month |
|
|
+85.07% |
| 3 Months |
|
|
+175.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
0.990 |
| 1M High / 1M Low: |
1.240 |
0.590 |
| 6M High / 6M Low: |
1.240 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.872 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.553 |
| Avg. volume 6M: |
|
58.140 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.93% |
| Volatility 6M: |
|
193.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
