UniCredit Call 55 CIS 19.03.2025
/ DE000HD43RB6
UniCredit Call 55 CIS 19.03.2025/ DE000HD43RB6 /
| 23/01/2025 20:18:07 |
Chg.+0.030 |
Bid21:54:19 |
Ask21:54:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+4.17% |
0.760
Bid Size: 45,000 |
0.770
Ask Size: 45,000 |
CISCO SYSTEMS DL-... |
55.00 - |
19/03/2025 |
Call |
Master data
| WKN: |
HD43RB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
19/03/2025 |
| Issue date: |
25/03/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.17 |
| Parity: |
0.42 |
| Time value: |
0.30 |
| Break-even: |
62.20 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
5.64 |
| Rho: |
0.05 |
Quote data
| Open: |
0.700 |
| High: |
0.750 |
| Low: |
0.700 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.05% |
| 1 Month |
|
|
+53.06% |
| 3 Months |
|
|
+97.37% |
| YTD |
|
|
+33.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.630 |
| 1M High / 1M Low: |
0.750 |
0.500 |
| 6M High / 6M Low: |
0.750 |
0.074 |
| High (YTD): |
23/01/2025 |
0.750 |
| Low (YTD): |
06/01/2025 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.335 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.85% |
| Volatility 6M: |
|
154.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |