UC WAR. CALL 03/25 GOB/ DE000HD5HQ02 /
| 1/24/2025 9:46:47 PM | Chg.+0.0200 | Bid9:59:23 PM | Ask9:59:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7100EUR | +2.90% | 0.6900 Bid Size: 6,000 |
0.7200 Ask Size: 6,000 |
ST GOBAIN ... | 85.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD5HQ0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ST GOBAIN EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 85.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 5/13/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.63 |
|---|---|
| Intrinsic value: | 0.48 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.23 |
| Parity: | 0.48 |
| Time value: | 0.24 |
| Break-even: | 92.20 |
| Moneyness: | 1.06 |
| Premium: | 0.03 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.03 |
| Spread %: | 4.35% |
| Delta: | 0.71 |
| Theta: | -0.04 |
| Omega: | 8.90 |
| Rho: | 0.08 |
Quote data
| Open: | 0.7100 |
|---|---|
| High: | 0.7900 |
| Low: | 0.7100 |
| Previous Close: | 0.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +42.00% | ||
|---|---|---|---|
| 1 Month | +33.96% | ||
| 3 Months | +54.35% | ||
| YTD | +31.48% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.7100 | 0.5700 |
|---|---|---|
| 1M High / 1M Low: | 0.7100 | 0.3700 |
| 6M High / 6M Low: | 0.9400 | 0.2500 |
| High (YTD): | 1/24/2025 | 0.7100 |
| Low (YTD): | 1/13/2025 | 0.3700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5058 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5190 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 163.12% | |
| Volatility 6M: | 163.34% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |