UC WAR. CALL 03/25 NDA/ DE000HD5BVZ7 /
| 1/23/2025 9:45:48 PM | Chg.+0.0100 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0400EUR | +0.97% | 1.0300 Bid Size: 6,000 |
1.0700 Ask Size: 6,000 |
AURUBIS AG | 65.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD5BVZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 5/7/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.01 |
|---|---|
| Intrinsic value: | 0.89 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.37 |
| Parity: | 0.89 |
| Time value: | 0.15 |
| Break-even: | 75.40 |
| Moneyness: | 1.14 |
| Premium: | 0.02 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.04 |
| Spread %: | 4.00% |
| Delta: | 0.82 |
| Theta: | -0.03 |
| Omega: | 5.83 |
| Rho: | 0.08 |
Quote data
| Open: | 0.9400 |
|---|---|
| High: | 1.0400 |
| Low: | 0.9400 |
| Previous Close: | 1.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.70% | ||
|---|---|---|---|
| 1 Month | -27.78% | ||
| 3 Months | +11.83% | ||
| YTD | -20.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.2300 | 1.0300 |
|---|---|---|
| 1M High / 1M Low: | 1.3500 | 0.8500 |
| 6M High / 6M Low: | 2.1100 | 0.5000 |
| High (YTD): | 1/6/2025 | 1.2800 |
| Low (YTD): | 1/13/2025 | 0.8500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0950 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0931 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 137.94% | |
| Volatility 6M: | 176.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |