UC WAR. CALL 03/25 C40/ DE000HD433E4 /
| 1/10/2025 8:00:13 AM | Chg.- | Bid8:05:46 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7900EUR | - | 0.7900 Bid Size: 10,000 |
- Ask Size: - |
CAC 40 | 7,800.00 - | 3/18/2025 | Call |
Master data
| WKN: | HD433E |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CAC 40 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7,800.00 - |
| Maturity: | 3/18/2025 |
| Issue date: | 3/25/2024 |
| Last trading day: | 1/10/2025 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 107.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.93 |
|---|---|
| Intrinsic value: | 0.37 |
| Implied volatility: | 0.02 |
| Historic volatility: | 0.13 |
| Parity: | 0.37 |
| Time value: | 0.36 |
| Break-even: | 7,873.00 |
| Moneyness: | 1.00 |
| Premium: | 0.00 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.88 |
| Theta: | -0.63 |
| Omega: | 94.19 |
| Rho: | 10.06 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.7900 |
| Low: | 0.7900 |
| Previous Close: | 0.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +88.10% | ||
| 3 Months | -54.86% | ||
| YTD | +51.92% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.8400 | 0.3700 |
| 6M High / 6M Low: | 3.5700 | 0.3700 |
| High (YTD): | 1/9/2025 | 0.8400 |
| Low (YTD): | 1/3/2025 | 0.3700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.5980 | |
| Avg. volume 1M: | 14 | |
| Avg. price 6M: | 1.6607 | |
| Avg. volume 6M: | 1.1765 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 337.59% | |
| Volatility 6M: | 246.40% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |