UC WAR. CALL 06/25 HNR1/ DE000HD1TAM0 /
| 1/24/2025 9:41:00 PM | Chg.-0.3700 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3300EUR | -7.87% | 4.2800 Bid Size: 4,000 |
4.3500 Ask Size: 4,000 |
HANNOVER RUECK SE NA... | 218.836 EUR | 6/18/2025 | Call |
Master data
| WKN: | HD1TAM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HANNOVER RUECK SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 218.84 EUR |
| Maturity: | 6/18/2025 |
| Issue date: | 1/11/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 9.95:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.26 |
|---|---|
| Intrinsic value: | 3.92 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.20 |
| Parity: | 3.92 |
| Time value: | 0.43 |
| Break-even: | 262.12 |
| Moneyness: | 1.18 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.07 |
| Spread %: | 1.64% |
| Delta: | 0.90 |
| Theta: | -0.04 |
| Omega: | 5.35 |
| Rho: | 0.74 |
Quote data
| Open: | 4.6500 |
|---|---|
| High: | 4.6500 |
| Low: | 4.3300 |
| Previous Close: | 4.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.98% | ||
|---|---|---|---|
| 1 Month | +32.01% | ||
| 3 Months | +18.31% | ||
| YTD | +41.97% | ||
| 1 Year | +64.02% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 4.7000 | 4.0100 |
|---|---|---|
| 1M High / 1M Low: | 4.7000 | 3.0500 |
| 6M High / 6M Low: | 5.2100 | 1.7100 |
| High (YTD): | 1/23/2025 | 4.7000 |
| Low (YTD): | 1/2/2025 | 3.3500 |
| 52W High: | 10/15/2024 | 5.2100 |
| 52W Low: | 8/6/2024 | 1.7100 |
| Avg. price 1W: | 4.3320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.8358 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.8296 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.5160 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 108.30% | |
| Volatility 6M: | 111.73% | |
| Volatility 1Y: | 104.21% | |
| Volatility 3Y: | - |