UC WAR. CALL 03/25 IBM/ DE000HD40549 /
| 1/20/2025 11:40:09 AM | Chg.- | Bid1:10:20 PM | Ask11:40:31 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6500EUR | - | 2.6500 Bid Size: 6,000 |
- Ask Size: 4,000 |
INTL BUS. MACH. D... | 200.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD4054 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTL BUS. MACH. DL-,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 3/21/2024 |
| Last trading day: | 1/20/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.64 |
|---|---|
| Intrinsic value: | 1.42 |
| Implied volatility: | 0.64 |
| Historic volatility: | 0.20 |
| Parity: | 1.42 |
| Time value: | 1.41 |
| Break-even: | 228.30 |
| Moneyness: | 1.07 |
| Premium: | 0.07 |
| Premium p.a.: | 0.55 |
| Spread abs.: | 0.26 |
| Spread %: | 10.12% |
| Delta: | 0.66 |
| Theta: | -0.19 |
| Omega: | 5.02 |
| Rho: | 0.17 |
Quote data
| Open: | 2.6300 |
|---|---|
| High: | 2.6500 |
| Low: | 2.6300 |
| Previous Close: | 2.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.12% | ||
|---|---|---|---|
| 1 Month | +2.71% | ||
| 3 Months | +29.27% | ||
| YTD | +3.52% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.6500 | 2.6500 |
|---|---|---|
| 1M High / 1M Low: | 2.7800 | 2.1400 |
| 6M High / 6M Low: | 3.8800 | 0.7600 |
| High (YTD): | 1/9/2025 | 2.7800 |
| Low (YTD): | 1/14/2025 | 2.1400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.6500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4933 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.2178 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 103.23% | |
| Volatility 6M: | 139.62% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |