UniCredit Call 48 FRA 18.06.2025
/ DE000HD9ED55
UniCredit Call 48 FRA 18.06.2025/ DE000HD9ED55 /
| 24/01/2025 10:42:56 |
Chg.+0.050 |
Bid10:51:58 |
Ask10:51:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+5.49% |
0.970
Bid Size: 60,000 |
0.980
Ask Size: 60,000 |
FRAPORT AG FFM.AIRPO... |
48.00 EUR |
18/06/2025 |
Call |
Master data
| WKN: |
HD9ED5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
18/06/2025 |
| Issue date: |
08/10/2024 |
| Last trading day: |
17/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
0.75 |
| Time value: |
0.20 |
| Break-even: |
57.40 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
3.30% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
4.73 |
| Rho: |
0.14 |
Quote data
| Open: |
0.920 |
| High: |
0.990 |
| Low: |
0.920 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
-21.31% |
| 3 Months |
|
|
+74.55% |
| YTD |
|
|
-22.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.880 |
| 1M High / 1M Low: |
1.290 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
1.290 |
| Low (YTD): |
16/01/2025 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.898 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |