UC WAR. CALL 09/25 BMT/ DE000HD9JY48 /
| 10/01/2025 11:45:19 | Chg.-0.0600 | Bid13:12:25 | Ask13:12:25 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9400EUR | -6.00% | 0.9500 Bid Size: 25,000 |
0.9700 Ask Size: 25,000 |
British American Tob... | 33.00 GBP | 17/09/2025 | Call |
Master data
| WKN: | HD9JY4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | British American Tobacco PLC ORD 25P |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 33.00 GBP |
| Maturity: | 17/09/2025 |
| Issue date: | 14/10/2024 |
| Last trading day: | 16/09/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 34.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.18 |
| Parity: | -3.83 |
| Time value: | 1.04 |
| Break-even: | 40.47 |
| Moneyness: | 0.90 |
| Premium: | 0.14 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.11 |
| Spread %: | 11.83% |
| Delta: | 0.32 |
| Theta: | 0.00 |
| Omega: | 10.96 |
| Rho: | 0.07 |
Quote data
| Open: | 0.8700 |
|---|---|
| High: | 0.9900 |
| Low: | 0.8700 |
| Previous Close: | 1.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.00% | ||
|---|---|---|---|
| 1 Month | +8.05% | ||
| 3 Months | - | ||
| YTD | +25.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.0000 | 0.8900 |
|---|---|---|
| 1M High / 1M Low: | 1.0000 | 0.7500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 09/01/2025 | 1.0000 |
| Low (YTD): | 07/01/2025 | 0.8900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8844 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 113.56% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |