UC WAR. CALL 03/25 9MW/ DE000HD5L1N6 /
| 1/23/2025 11:41:10 AM | Chg.- | Bid1:15:11 PM | Ask11:42:03 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5800EUR | - | 2.5100 Bid Size: 6,000 |
- Ask Size: 4,000 |
Marvell Technology I... | 100.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD5L1N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Marvell Technology Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 5/14/2024 |
| Last trading day: | 1/23/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.35 |
|---|---|
| Intrinsic value: | 2.10 |
| Implied volatility: | 0.73 |
| Historic volatility: | 0.53 |
| Parity: | 2.10 |
| Time value: | 0.48 |
| Break-even: | 125.80 |
| Moneyness: | 1.21 |
| Premium: | 0.04 |
| Premium p.a.: | 0.30 |
| Spread abs.: | -0.13 |
| Spread %: | -4.80% |
| Delta: | 0.80 |
| Theta: | -0.09 |
| Omega: | 3.75 |
| Rho: | 0.10 |
Quote data
| Open: | 2.5800 |
|---|---|
| High: | 2.5800 |
| Low: | 2.5800 |
| Previous Close: | 2.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.44% | ||
|---|---|---|---|
| 1 Month | +30.96% | ||
| 3 Months | +448.94% | ||
| YTD | +44.13% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.9800 | 2.5800 |
|---|---|---|
| 1M High / 1M Low: | 2.9800 | 1.7900 |
| 6M High / 6M Low: | 2.9800 | 0.1200 |
| High (YTD): | 1/20/2025 | 2.9800 |
| Low (YTD): | 1/2/2025 | 1.8600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2306 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8270 | |
| Avg. volume 6M: | 47.2441 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 149.66% | |
| Volatility 6M: | 324.29% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |