UC WAR. CALL 06/25 AZ2/ DE000HD1ECB1 /
| 23/01/2025 17:46:48 | Chg.-0.0100 | Bid17:59:31 | Ask17:59:31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4800EUR | -2.04% | 0.4700 Bid Size: 20,000 |
0.4800 Ask Size: 20,000 |
ANDRITZ AG | 50.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD1ECB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 27/12/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.52 |
|---|---|
| Intrinsic value: | 0.29 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.25 |
| Parity: | 0.29 |
| Time value: | 0.22 |
| Break-even: | 55.10 |
| Moneyness: | 1.06 |
| Premium: | 0.04 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.04 |
| Spread %: | 8.51% |
| Delta: | 0.70 |
| Theta: | -0.01 |
| Omega: | 7.26 |
| Rho: | 0.13 |
Quote data
| Open: | 0.4600 |
|---|---|
| High: | 0.5000 |
| Low: | 0.4600 |
| Previous Close: | 0.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.09% | ||
|---|---|---|---|
| 1 Month | +92.00% | ||
| 3 Months | -61.29% | ||
| YTD | +71.43% | ||
| 1 Year | -52.00% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.4900 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.4900 | 0.2500 |
| 6M High / 6M Low: | 1.6300 | 0.2500 |
| High (YTD): | 22/01/2025 | 0.4900 |
| Low (YTD): | 10/01/2025 | 0.2800 |
| 52W High: | 27/09/2024 | 1.6300 |
| 52W Low: | 23/12/2024 | 0.2500 |
| Avg. price 1W: | 0.4660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3456 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8634 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9498 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 124.97% | |
| Volatility 6M: | 129.01% | |
| Volatility 1Y: | 109.85% | |
| Volatility 3Y: | - |