UC WAR. CALL 03/25 NDA/ DE000HD401P7 /
24/01/2025 15:46:33 | Chg.+0.0400 | Bid15:50:17 | Ask15:50:17 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7000EUR | +6.06% | 0.6800 Bid Size: 50,000 |
0.6900 Ask Size: 50,000 |
AURUBIS AG | 70.00 - | 19/03/2025 | Call |
Master data
WKN: | HD401P |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AURUBIS AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 70.00 - |
Maturity: | 19/03/2025 |
Issue date: | 21/03/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 10.46 |
Leverage: | Yes |
Calculated values
Fair value: | 0.60 |
---|---|
Intrinsic value: | 0.32 |
Implied volatility: | 0.46 |
Historic volatility: | 0.37 |
Parity: | 0.32 |
Time value: | 0.38 |
Break-even: | 77.00 |
Moneyness: | 1.05 |
Premium: | 0.05 |
Premium p.a.: | 0.41 |
Spread abs.: | 0.04 |
Spread %: | 6.06% |
Delta: | 0.64 |
Theta: | -0.05 |
Omega: | 6.71 |
Rho: | 0.06 |
Quote data
Open: | 0.6700 |
---|---|
High: | 0.7400 |
Low: | 0.6700 |
Previous Close: | 0.6600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.41% | ||
---|---|---|---|
1 Month | -33.33% | ||
3 Months | +12.90% | ||
YTD | -23.91% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.8300 | 0.6600 |
---|---|---|
1M High / 1M Low: | 0.9700 | 0.5200 |
6M High / 6M Low: | 1.7000 | 0.2900 |
High (YTD): | 06/01/2025 | 0.8900 |
Low (YTD): | 13/01/2025 | 0.5200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7240 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7278 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7931 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 173.43% | |
Volatility 6M: | 212.39% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |