UC WAR. CALL 03/25 ARRD/ DE000HD70AB5 /
| 1/24/2025 9:46:29 AM | Chg.+0.3800 | Bid10:55:07 AM | Ask10:55:07 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1300EUR | +50.67% | 1.1400 Bid Size: 45,000 |
1.1500 Ask Size: 45,000 |
ARCELORMITTAL S.A. N... | 24.00 EUR | 3/19/2025 | Call |
Master data
| WKN: | HD70AB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ARCELORMITTAL S.A. NOUV. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 7/8/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 29.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.66 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.23 |
| Parity: | -0.47 |
| Time value: | 0.79 |
| Break-even: | 24.79 |
| Moneyness: | 0.98 |
| Premium: | 0.05 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.04 |
| Spread %: | 5.33% |
| Delta: | 0.46 |
| Theta: | -0.01 |
| Omega: | 13.70 |
| Rho: | 0.01 |
Quote data
| Open: | 0.8800 |
|---|---|
| High: | 1.1300 |
| Low: | 0.8800 |
| Previous Close: | 0.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +61.43% | ||
|---|---|---|---|
| 1 Month | +68.66% | ||
| 3 Months | +18.95% | ||
| YTD | +73.85% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.9300 | 0.5900 |
|---|---|---|
| 1M High / 1M Low: | 0.9300 | 0.3400 |
| 6M High / 6M Low: | 2.1000 | 0.3400 |
| High (YTD): | 1/20/2025 | 0.9300 |
| Low (YTD): | 1/8/2025 | 0.3400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5700 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0570 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 286.21% | |
| Volatility 6M: | 228.40% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |