UC WAR. CALL 01/25 DBK/ DE000HD9SGM2 /
| 03/01/2025 13:41:17 | Chg.- | Bid14:21:13 | Ask03/01/2025 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0700EUR | - | 1.0800 Bid Size: 70,000 |
- Ask Size: 70,000 |
DEUTSCHE BANK AG NA ... | 16.00 - | 15/01/2025 | Call |
Master data
| WKN: | HD9SGM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 23/10/2024 |
| Last trading day: | 03/01/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.85 |
|---|---|
| Intrinsic value: | 0.82 |
| Implied volatility: | 0.67 |
| Historic volatility: | 0.28 |
| Parity: | 0.82 |
| Time value: | 0.25 |
| Break-even: | 17.07 |
| Moneyness: | 1.05 |
| Premium: | 0.01 |
| Premium p.a.: | 1.44 |
| Spread abs.: | 0.08 |
| Spread %: | 8.08% |
| Delta: | 0.74 |
| Theta: | -0.04 |
| Omega: | 11.58 |
| Rho: | 0.00 |
Quote data
| Open: | 0.7500 |
|---|---|
| High: | 1.0700 |
| Low: | 0.7500 |
| Previous Close: | 0.8500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.88% | ||
|---|---|---|---|
| 1 Month | -6.14% | ||
| 3 Months | - | ||
| YTD | +22.99% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.0700 | 0.8500 |
|---|---|---|
| 1M High / 1M Low: | 1.3400 | 0.5800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 03/01/2025 | 1.0700 |
| Low (YTD): | 02/01/2025 | 0.8500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9920 | |
| Avg. volume 1M: | 104.1333 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 222.04% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |