UC WAR. CALL 06/25 MCHA/ DE000HD1EDV7 /
| 24/01/2025 21:46:50 | Chg.+0.0100 | Bid24/01/2025 | Ask24/01/2025 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1400EUR | +7.69% | 0.1400 Bid Size: 30,000 |
0.1500 Ask Size: 30,000 |
Cie Generale des Eta... | 35.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD1EDV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Cie Generale des Etablissements Michelin SA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 27/12/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.20 |
| Parity: | -0.13 |
| Time value: | 0.15 |
| Break-even: | 36.50 |
| Moneyness: | 0.96 |
| Premium: | 0.08 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.01 |
| Spread %: | 7.14% |
| Delta: | 0.45 |
| Theta: | -0.01 |
| Omega: | 10.19 |
| Rho: | 0.05 |
Quote data
| Open: | 0.1300 |
|---|---|
| High: | 0.1400 |
| Low: | 0.1300 |
| Previous Close: | 0.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +27.27% | ||
|---|---|---|---|
| 1 Month | +53.85% | ||
| 3 Months | +40.00% | ||
| YTD | +60.92% | ||
| 1 Year | -30.00% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.1400 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.1400 | 0.0600 |
| 6M High / 6M Low: | 0.4500 | 0.0600 |
| High (YTD): | 24/01/2025 | 0.1400 |
| Low (YTD): | 13/01/2025 | 0.0600 |
| 52W High: | 13/06/2024 | 0.6300 |
| 52W Low: | 13/01/2025 | 0.0600 |
| Avg. price 1W: | 0.1260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0941 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2168 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3032 | |
| Avg. volume 1Y: | 1.3834 | |
| Volatility 1M: | 230.07% | |
| Volatility 6M: | 160.16% | |
| Volatility 1Y: | 135.17% | |
| Volatility 3Y: | - |