UniCredit Call 120 MRVL 19.03.2025
/ DE000HD5L1S5
UniCredit Call 120 MRVL 19.03.202.../ DE000HD5L1S5 /
| 24/01/2025 19:28:32 |
Chg.-0.090 |
Bid21:59:33 |
Ask21:59:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
-6.52% |
1.210
Bid Size: 25,000 |
1.230
Ask Size: 25,000 |
Marvell Technology I... |
120.00 - |
19/03/2025 |
Call |
Master data
| WKN: |
HD5L1S |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Marvell Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
19/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.53 |
| Parity: |
-0.18 |
| Time value: |
1.23 |
| Break-even: |
132.30 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.02 |
| Spread %: |
1.65% |
| Delta: |
0.54 |
| Theta: |
-0.13 |
| Omega: |
5.17 |
| Rho: |
0.07 |
Quote data
| Open: |
1.300 |
| High: |
1.400 |
| Low: |
1.290 |
| Previous Close: |
1.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.77% |
| 1 Month |
|
|
+37.23% |
| 3 Months |
|
|
+578.95% |
| YTD |
|
|
+59.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.550 |
1.290 |
| 1M High / 1M Low: |
1.550 |
0.810 |
| 6M High / 6M Low: |
1.580 |
0.044 |
| High (YTD): |
20/01/2025 |
1.550 |
| Low (YTD): |
02/01/2025 |
0.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.391 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.09% |
| Volatility 6M: |
|
434.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |