UC WAR. CALL 03/25 1BR1/ DE000HD43J16 /
| 24/01/2025 21:46:10 | Chg.+0.0900 | Bid21:59:31 | Ask21:59:31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8500EUR | +11.84% | 0.8100 Bid Size: 4,000 |
0.8700 Ask Size: 4,000 |
URW (STAPLED SHS) E... | 70.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD43J1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | URW (STAPLED SHS) EO-,05 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 25/03/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.74 |
|---|---|
| Intrinsic value: | 0.68 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.22 |
| Parity: | 0.68 |
| Time value: | 0.19 |
| Break-even: | 78.70 |
| Moneyness: | 1.10 |
| Premium: | 0.02 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.06 |
| Spread %: | 7.41% |
| Delta: | 0.77 |
| Theta: | -0.04 |
| Omega: | 6.79 |
| Rho: | 0.07 |
Quote data
| Open: | 0.7500 |
|---|---|
| High: | 0.8500 |
| Low: | 0.7500 |
| Previous Close: | 0.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +19.72% | ||
|---|---|---|---|
| 1 Month | +57.41% | ||
| 3 Months | -20.56% | ||
| YTD | +41.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.8500 | 0.6800 |
|---|---|---|
| 1M High / 1M Low: | 0.8500 | 0.4900 |
| 6M High / 6M Low: | 1.3200 | 0.4900 |
| High (YTD): | 24/01/2025 | 0.8500 |
| Low (YTD): | 14/01/2025 | 0.4900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6689 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8797 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 160.71% | |
| Volatility 6M: | 119.37% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |