UC WAR. CALL 03/25 R6C0/ DE000HD94YN0 /
| 1/9/2025 11:45:25 AM | Chg.- | Bid1:17:32 PM | Ask12:20:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.7900EUR | - | 3.7700 Bid Size: 20,000 |
- Ask Size: 20,000 |
SHELL PLC | 28.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD94YN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SHELL PLC |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 9/30/2024 |
| Last trading day: | 1/9/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.79 |
|---|---|
| Intrinsic value: | 3.65 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.18 |
| Parity: | 3.65 |
| Time value: | 0.21 |
| Break-even: | 31.85 |
| Moneyness: | 1.13 |
| Premium: | 0.01 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.07 |
| Spread %: | 1.85% |
| Delta: | 0.93 |
| Theta: | -0.01 |
| Omega: | 7.65 |
| Rho: | 0.04 |
Quote data
| Open: | 3.5400 |
|---|---|
| High: | 3.7900 |
| Low: | 3.5400 |
| Previous Close: | 3.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +97.40% | ||
| 3 Months | +13.81% | ||
| YTD | +70.72% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.9900 | 1.9200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/7/2025 | 3.9900 |
| Low (YTD): | 1/2/2025 | 3.0200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.0544 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 183.42% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |