UniCredit Call 90 NDA 17.12.2025
/ DE000HD6Y493
UniCredit Call 90 NDA 17.12.2025/ DE000HD6Y493 /
| 13/11/2024 20:32:31 |
Chg.+0.020 |
Bid21:59:14 |
Ask21:59:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+2.94% |
0.700
Bid Size: 12,000 |
0.750
Ask Size: 12,000 |
AURUBIS AG |
90.00 - |
17/12/2025 |
Call |
Master data
| WKN: |
HD6Y49 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
17/12/2025 |
| Issue date: |
04/07/2024 |
| Last trading day: |
16/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.36 |
| Parity: |
-1.40 |
| Time value: |
0.72 |
| Break-even: |
97.20 |
| Moneyness: |
0.84 |
| Premium: |
0.28 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.05 |
| Spread %: |
7.46% |
| Delta: |
0.43 |
| Theta: |
-0.02 |
| Omega: |
4.51 |
| Rho: |
0.28 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.700 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.45% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
+118.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.680 |
| 1M High / 1M Low: |
0.960 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.815 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.495 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
