UC WAR. CALL 03/25 BMT/ DE000HD80MW5 /
| 1/10/2025 9:01:47 AM | Chg.-0.0800 | Bid9:24:26 AM | Ask9:24:26 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7800EUR | -9.30% | 0.8500 Bid Size: 25,000 |
0.8700 Ask Size: 25,000 |
British American Tob... | 31.00 GBP | 3/19/2025 | Call |
Master data
| WKN: | HD80MW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | British American Tobacco PLC ORD 25P |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 31.00 GBP |
| Maturity: | 3/19/2025 |
| Issue date: | 8/19/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 43.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.58 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | -1.58 |
| Time value: | 0.82 |
| Break-even: | 37.96 |
| Moneyness: | 0.96 |
| Premium: | 0.07 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.11 |
| Spread %: | 15.49% |
| Delta: | 0.37 |
| Theta: | -0.01 |
| Omega: | 15.84 |
| Rho: | 0.02 |
Quote data
| Open: | 0.7800 |
|---|---|
| High: | 0.7800 |
| Low: | 0.7800 |
| Previous Close: | 0.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.24% | ||
|---|---|---|---|
| 1 Month | -8.24% | ||
| 3 Months | +116.67% | ||
| YTD | +34.48% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.8600 | 0.7400 |
|---|---|---|
| 1M High / 1M Low: | 0.9500 | 0.5800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/9/2025 | 0.8600 |
| Low (YTD): | 1/8/2025 | 0.7400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7672 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 163.85% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |