UC WAR. CALL 03/25 1BR1/ DE000HD6BZR3 /
| 10/01/2025 21:47:01 | Chg.-0.0200 | Bid21:59:35 | Ask21:59:35 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | -4.88% | 0.3600 Bid Size: 10,000 |
0.4100 Ask Size: 10,000 |
URW (STAPLED SHS) E... | 75.00 EUR | 19/03/2025 | Call |
Master data
| WKN: | HD6BZR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | URW (STAPLED SHS) EO-,05 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 EUR |
| Maturity: | 19/03/2025 |
| Issue date: | 18/06/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.26 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.21 |
| Parity: | -0.08 |
| Time value: | 0.43 |
| Break-even: | 79.30 |
| Moneyness: | 0.99 |
| Premium: | 0.07 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.05 |
| Spread %: | 13.16% |
| Delta: | 0.52 |
| Theta: | -0.04 |
| Omega: | 8.91 |
| Rho: | 0.06 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.4300 |
| Low: | 0.3800 |
| Previous Close: | 0.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -20.41% | ||
| 3 Months | -44.29% | ||
| YTD | +11.43% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.4700 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 0.4900 | 0.3100 |
| 6M High / 6M Low: | 1.0000 | 0.3100 |
| High (YTD): | 07/01/2025 | 0.4700 |
| Low (YTD): | 02/01/2025 | 0.3800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3956 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6505 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.92% | |
| Volatility 6M: | 126.24% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |