UC WAR. CALL 03/25 1BR1/ DE000HD7T509 /
| 1/8/2025 11:45:25 AM | Chg.- | Bid1:15:22 PM | Ask1/8/2025 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1400EUR | - | 1.0500 Bid Size: 15,000 |
- Ask Size: 15,000 |
URW (STAPLED SHS) E... | 65.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD7T50 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | URW (STAPLED SHS) EO-,05 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 8/12/2024 |
| Last trading day: | 1/8/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.97 |
|---|---|
| Intrinsic value: | 0.92 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.21 |
| Parity: | 0.92 |
| Time value: | 0.23 |
| Break-even: | 76.50 |
| Moneyness: | 1.14 |
| Premium: | 0.03 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.07 |
| Spread %: | 6.48% |
| Delta: | 0.79 |
| Theta: | -0.03 |
| Omega: | 5.08 |
| Rho: | 0.09 |
Quote data
| Open: | 1.1000 |
|---|---|
| High: | 1.1400 |
| Low: | 1.1000 |
| Previous Close: | 1.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.68% | ||
|---|---|---|---|
| 1 Month | +0.89% | ||
| 3 Months | -13.64% | ||
| YTD | +18.75% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.1700 | 1.0300 |
|---|---|---|
| 1M High / 1M Low: | 1.1700 | 0.8400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/7/2025 | 1.1700 |
| Low (YTD): | 1/2/2025 | 1.0000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1025 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0188 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 85.68% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |