UC WAR. CALL 03/25 FNTN/ DE000HD5ERQ8 /
| 1/24/2025 9:46:19 PM | Chg.-0.2300 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1200EUR | -9.79% | 2.0600 Bid Size: 2,000 |
2.1800 Ask Size: 2,000 |
FREENET AG NA O.N. | 27.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD5ERQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FREENET AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 27.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 5/9/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.06 |
|---|---|
| Intrinsic value: | 1.76 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.19 |
| Parity: | 1.76 |
| Time value: | 0.42 |
| Break-even: | 29.18 |
| Moneyness: | 1.07 |
| Premium: | 0.01 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.12 |
| Spread %: | 5.83% |
| Delta: | 0.79 |
| Theta: | -0.01 |
| Omega: | 10.43 |
| Rho: | 0.03 |
Quote data
| Open: | 2.2400 |
|---|---|
| High: | 2.2400 |
| Low: | 1.9700 |
| Previous Close: | 2.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.42% | ||
|---|---|---|---|
| 1 Month | +58.21% | ||
| 3 Months | +4.43% | ||
| YTD | +54.74% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.5300 | 2.1200 |
|---|---|---|
| 1M High / 1M Low: | 2.5300 | 1.3700 |
| 6M High / 6M Low: | 3.2000 | 0.8700 |
| High (YTD): | 1/21/2025 | 2.5300 |
| Low (YTD): | 1/8/2025 | 1.3900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8868 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8165 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 162.85% | |
| Volatility 6M: | 152.31% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |