UC WAR. CALL 03/25 FNTN/ DE000HD4XAN4 /
1/24/2025 9:45:40 PM | Chg.-0.2500 | Bid9:59:35 PM | Ask9:59:35 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.9200EUR | -6.00% | 3.8300 Bid Size: 1,000 |
4.0600 Ask Size: 1,000 |
FREENET AG NA O.N. | 25.00 - | 3/19/2025 | Call |
Master data
WKN: | HD4XAN |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | FREENET AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 25.00 - |
Maturity: | 3/19/2025 |
Issue date: | 4/23/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.08 |
Leverage: | Yes |
Calculated values
Fair value: | 3.88 |
---|---|
Intrinsic value: | 3.76 |
Implied volatility: | 0.33 |
Historic volatility: | 0.19 |
Parity: | 3.76 |
Time value: | 0.30 |
Break-even: | 29.06 |
Moneyness: | 1.15 |
Premium: | 0.01 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.23 |
Spread %: | 6.01% |
Delta: | 0.89 |
Theta: | -0.01 |
Omega: | 6.30 |
Rho: | 0.03 |
Quote data
Open: | 4.0200 |
---|---|
High: | 4.0200 |
Low: | 3.7900 |
Previous Close: | 4.1700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -4.16% | ||
---|---|---|---|
1 Month | +40.00% | ||
3 Months | +11.68% | ||
YTD | +37.06% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 4.3500 | 3.9200 |
---|---|---|
1M High / 1M Low: | 4.3500 | 2.8600 |
6M High / 6M Low: | 5.0300 | 1.6700 |
High (YTD): | 1/21/2025 | 4.3500 |
Low (YTD): | 1/8/2025 | 2.9300 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.1500 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.5726 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.2077 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 106.24% | |
Volatility 6M: | 111.09% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |