UC WAR. CALL 03/25 VAS/ DE000HD80DR4 /
1/24/2025 9:46:14 PM | Chg.+0.0700 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2900EUR | +31.82% | 0.2100 Bid Size: 10,000 |
0.3600 Ask Size: 10,000 |
VOESTALPINE AG | 21.00 EUR | 3/19/2025 | Call |
Master data
WKN: | HD80DR |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VOESTALPINE AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 21.00 EUR |
Maturity: | 3/19/2025 |
Issue date: | 8/19/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 52.00 |
Leverage: | Yes |
Calculated values
Fair value: | 0.13 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.38 |
Historic volatility: | 0.26 |
Parity: | -2.28 |
Time value: | 0.36 |
Break-even: | 21.36 |
Moneyness: | 0.89 |
Premium: | 0.14 |
Premium p.a.: | 1.48 |
Spread abs.: | 0.15 |
Spread %: | 71.43% |
Delta: | 0.24 |
Theta: | -0.01 |
Omega: | 12.61 |
Rho: | 0.01 |
Quote data
Open: | 0.1300 |
---|---|
High: | 0.3000 |
Low: | 0.1300 |
Previous Close: | 0.2200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +20.83% | ||
---|---|---|---|
1 Month | -14.71% | ||
3 Months | -77.17% | ||
YTD | -6.45% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.2900 | 0.2100 |
---|---|---|
1M High / 1M Low: | 0.3500 | 0.1100 |
6M High / 6M Low: | - | - |
High (YTD): | 1/2/2025 | 0.3200 |
Low (YTD): | 1/13/2025 | 0.1100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2480 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2305 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 294.33% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |