UC WAR. CALL 03/25 NDA/ DE000HD5BVZ7 /
| 24/01/2025 09:46:08 | Chg.+0.0700 | Bid10:52:12 | Ask10:52:12 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1100EUR | +6.73% | 1.1000 Bid Size: 40,000 |
1.1100 Ask Size: 40,000 |
AURUBIS AG | 65.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD5BVZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 07/05/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.95 |
|---|---|
| Intrinsic value: | 0.82 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.37 |
| Parity: | 0.82 |
| Time value: | 0.25 |
| Break-even: | 75.70 |
| Moneyness: | 1.13 |
| Premium: | 0.03 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.04 |
| Spread %: | 3.88% |
| Delta: | 0.76 |
| Theta: | -0.04 |
| Omega: | 5.22 |
| Rho: | 0.07 |
Quote data
| Open: | 1.0500 |
|---|---|
| High: | 1.1100 |
| Low: | 1.0500 |
| Previous Close: | 1.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.78% | ||
|---|---|---|---|
| 1 Month | -22.92% | ||
| 3 Months | +19.35% | ||
| YTD | -14.62% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.2300 | 1.0300 |
|---|---|---|
| 1M High / 1M Low: | 1.3500 | 0.8500 |
| 6M High / 6M Low: | 2.1100 | 0.5000 |
| High (YTD): | 06/01/2025 | 1.2800 |
| Low (YTD): | 13/01/2025 | 0.8500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0950 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0931 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 137.94% | |
| Volatility 6M: | 176.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |