UC WAR. CALL 03/25 9MW/ DE000HD5L1P1 /
| 1/24/2025 9:42:10 PM | Chg.-0.1600 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1800EUR | -6.84% | 2.1500 Bid Size: 20,000 |
2.1700 Ask Size: 20,000 |
Marvell Technology I... | 105.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD5L1P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Marvell Technology Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 105.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 5/14/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.97 |
|---|---|
| Intrinsic value: | 1.60 |
| Implied volatility: | 0.80 |
| Historic volatility: | 0.53 |
| Parity: | 1.60 |
| Time value: | 0.75 |
| Break-even: | 128.50 |
| Moneyness: | 1.15 |
| Premium: | 0.06 |
| Premium p.a.: | 0.50 |
| Spread abs.: | 0.02 |
| Spread %: | 0.86% |
| Delta: | 0.74 |
| Theta: | -0.12 |
| Omega: | 3.79 |
| Rho: | 0.10 |
Quote data
| Open: | 2.2900 |
|---|---|
| High: | 2.3500 |
| Low: | 2.1800 |
| Previous Close: | 2.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.22% | ||
|---|---|---|---|
| 1 Month | +30.54% | ||
| 3 Months | +473.68% | ||
| YTD | +46.31% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.5800 | 2.2500 |
|---|---|---|
| 1M High / 1M Low: | 2.5800 | 1.4900 |
| 6M High / 6M Low: | 2.5800 | 0.0920 |
| High (YTD): | 1/20/2025 | 2.5800 |
| Low (YTD): | 1/2/2025 | 1.5500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8939 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6888 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 165.75% | |
| Volatility 6M: | 343.01% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |