UniCredit Call 70 1BR1 18.06.2025
/ DE000HD1EFY6
UniCredit Call 70 1BR1 18.06.2025/ DE000HD1EFY6 /
| 1/24/2025 7:35:51 PM |
Chg.+0.060 |
Bid9:59:06 PM |
Ask9:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+6.67% |
0.950
Bid Size: 4,000 |
1.010
Ask Size: 4,000 |
URW (STAPLED SHS) E... |
70.00 - |
6/18/2025 |
Call |
Master data
| WKN: |
HD1EFY |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
URW (STAPLED SHS) EO-,05 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
6/18/2025 |
| Issue date: |
12/27/2023 |
| Last trading day: |
6/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
0.68 |
| Time value: |
0.33 |
| Break-even: |
80.10 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
6.32% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
5.62 |
| Rho: |
0.18 |
Quote data
| Open: |
0.940 |
| High: |
0.980 |
| Low: |
0.940 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+41.18% |
| 3 Months |
|
|
-15.79% |
| YTD |
|
|
+29.73% |
| 1 Year |
|
|
-8.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.800 |
| 1M High / 1M Low: |
0.960 |
0.630 |
| 6M High / 6M Low: |
1.400 |
0.630 |
| High (YTD): |
1/24/2025 |
0.960 |
| Low (YTD): |
1/14/2025 |
0.630 |
| 52W High: |
6/5/2024 |
1.730 |
| 52W Low: |
1/14/2025 |
0.630 |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.796 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.974 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.130 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
131.00% |
| Volatility 6M: |
|
103.28% |
| Volatility 1Y: |
|
93.71% |
| Volatility 3Y: |
|
- |