UC WAR. CALL 03/25 NDA/ DE000HD401P7 /
| 24/01/2025 09:46:36 | Chg.+0.0600 | Bid10:29:19 | Ask10:29:19 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7200EUR | +9.09% | 0.7400 Bid Size: 50,000 |
0.7500 Ask Size: 50,000 |
AURUBIS AG | 70.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD401P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 21/03/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.60 |
|---|---|
| Intrinsic value: | 0.32 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.37 |
| Parity: | 0.32 |
| Time value: | 0.38 |
| Break-even: | 77.00 |
| Moneyness: | 1.05 |
| Premium: | 0.05 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.04 |
| Spread %: | 6.06% |
| Delta: | 0.64 |
| Theta: | -0.05 |
| Omega: | 6.71 |
| Rho: | 0.06 |
Quote data
| Open: | 0.6700 |
|---|---|
| High: | 0.7200 |
| Low: | 0.6700 |
| Previous Close: | 0.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.41% | ||
|---|---|---|---|
| 1 Month | -31.43% | ||
| 3 Months | +16.13% | ||
| YTD | -21.74% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.8300 | 0.6600 |
|---|---|---|
| 1M High / 1M Low: | 0.9700 | 0.5200 |
| 6M High / 6M Low: | 1.7000 | 0.2900 |
| High (YTD): | 06/01/2025 | 0.8900 |
| Low (YTD): | 13/01/2025 | 0.5200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7278 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7931 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 173.43% | |
| Volatility 6M: | 212.39% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |