UC WAR. CALL 03/25 BNR/ DE000HD90WS1 /
| 1/23/2025 9:41:51 AM | Chg.+0.0050 | Bid10:18:24 AM | Ask10:18:24 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0680EUR | +7.94% | 0.0690 Bid Size: 175,000 |
0.0770 Ask Size: 175,000 |
BRENNTAG SE NA O.N. | 62.00 EUR | 3/19/2025 | Call |
Master data
| WKN: | HD90WS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 62.00 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 9/26/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 64.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.24 |
| Parity: | -0.60 |
| Time value: | 0.09 |
| Break-even: | 62.87 |
| Moneyness: | 0.90 |
| Premium: | 0.12 |
| Premium p.a.: | 1.16 |
| Spread abs.: | 0.04 |
| Spread %: | 85.11% |
| Delta: | 0.23 |
| Theta: | -0.02 |
| Omega: | 14.85 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0200 |
|---|---|
| High: | 0.0680 |
| Low: | 0.0200 |
| Previous Close: | 0.0630 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.69% | ||
|---|---|---|---|
| 1 Month | -51.43% | ||
| 3 Months | -83.00% | ||
| YTD | -54.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.0830 | 0.0630 |
|---|---|---|
| 1M High / 1M Low: | 0.1700 | 0.0610 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/7/2025 | 0.1600 |
| Low (YTD): | 1/14/2025 | 0.0610 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0756 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1114 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 278.13% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |