UC WAR. CALL 03/25 G1A/ DE000HD3ZZY5 /
| 12/11/2024 11:46:00 AM | Chg.- | Bid1:02:08 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9000EUR | - | 0.9100 Bid Size: 70,000 |
- Ask Size: - |
GEA GROUP AG | 40.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD3ZZY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GEA GROUP AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 3/21/2024 |
| Last trading day: | 12/11/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.92 |
|---|---|
| Intrinsic value: | 0.90 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.18 |
| Parity: | 0.90 |
| Time value: | 0.06 |
| Break-even: | 49.60 |
| Moneyness: | 1.23 |
| Premium: | 0.01 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.91 |
| Theta: | -0.01 |
| Omega: | 4.63 |
| Rho: | 0.06 |
Quote data
| Open: | 0.8300 |
|---|---|
| High: | 0.9000 |
| Low: | 0.8300 |
| Previous Close: | 0.8500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +5.88% | ||
| 3 Months | +23.29% | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.9000 | 0.8500 |
| 6M High / 6M Low: | 0.9000 | 0.2700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.8750 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5586 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | 96.40% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |