UniCredit Call 90 NEM 19.03.2025
/ DE000HD401Z6
UniCredit Call 90 NEM 19.03.2025/ DE000HD401Z6 /
| 24/01/2025 19:36:41 |
Chg.+0.100 |
Bid21:59:17 |
Ask21:59:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.410EUR |
+4.33% |
2.360
Bid Size: 4,000 |
2.540
Ask Size: 4,000 |
NEMETSCHEK SE O.N. |
90.00 - |
19/03/2025 |
Call |
Master data
| WKN: |
HD401Z |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
19/03/2025 |
| Issue date: |
21/03/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.30 |
| Parity: |
2.34 |
| Time value: |
0.20 |
| Break-even: |
115.40 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.18 |
| Spread %: |
7.63% |
| Delta: |
0.88 |
| Theta: |
-0.05 |
| Omega: |
3.93 |
| Rho: |
0.11 |
Quote data
| Open: |
2.380 |
| High: |
2.460 |
| Low: |
2.380 |
| Previous Close: |
2.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+115.18% |
| 1 Month |
|
|
+159.14% |
| 3 Months |
|
|
+55.48% |
| YTD |
|
|
+167.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.410 |
1.210 |
| 1M High / 1M Low: |
2.410 |
0.830 |
| 6M High / 6M Low: |
2.410 |
0.760 |
| High (YTD): |
24/01/2025 |
2.410 |
| Low (YTD): |
14/01/2025 |
0.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.175 |
| Avg. volume 6M: |
|
71.429 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.92% |
| Volatility 6M: |
|
168.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |