UC WAR. CALL 06/25 1BR1/ DE000HD5WL16 /
| 1/10/2025 9:46:59 PM | Chg.-0.0200 | Bid9:59:35 PM | Ask9:59:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | -7.69% | 0.2100 Bid Size: 10,000 |
0.2600 Ask Size: 10,000 |
URW (STAPLED SHS) E... | 85.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD5WL1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | URW (STAPLED SHS) EO-,05 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 85.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 5/27/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 26.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.21 |
| Parity: | -1.08 |
| Time value: | 0.28 |
| Break-even: | 87.80 |
| Moneyness: | 0.87 |
| Premium: | 0.18 |
| Premium p.a.: | 0.47 |
| Spread abs.: | 0.05 |
| Spread %: | 21.74% |
| Delta: | 0.31 |
| Theta: | -0.02 |
| Omega: | 8.29 |
| Rho: | 0.09 |
Quote data
| Open: | 0.2300 |
|---|---|
| High: | 0.2600 |
| Low: | 0.2300 |
| Previous Close: | 0.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.00% | ||
|---|---|---|---|
| 1 Month | -20.00% | ||
| 3 Months | -46.67% | ||
| YTD | +9.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.2800 | 0.2500 |
|---|---|---|
| 1M High / 1M Low: | 0.3000 | 0.2000 |
| 6M High / 6M Low: | 0.6600 | 0.2000 |
| High (YTD): | 1/7/2025 | 0.2800 |
| Low (YTD): | 1/2/2025 | 0.2400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2472 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4170 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 114.97% | |
| Volatility 6M: | 125.63% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |