UC WAR. CALL 12/25 1BR1/ DE000HD77ZP7 /
| 1/24/2025 9:45:12 PM | Chg.+0.0200 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1800EUR | +12.50% | 0.1600 Bid Size: 10,000 |
0.2200 Ask Size: 10,000 |
URW (STAPLED SHS) E... | 105.00 EUR | 12/17/2025 | Call |
Master data
| WKN: | HD77ZP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | URW (STAPLED SHS) EO-,05 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 105.00 EUR |
| Maturity: | 12/17/2025 |
| Issue date: | 7/22/2024 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 34.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.22 |
| Parity: | -2.82 |
| Time value: | 0.22 |
| Break-even: | 107.20 |
| Moneyness: | 0.73 |
| Premium: | 0.40 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.06 |
| Spread %: | 37.50% |
| Delta: | 0.20 |
| Theta: | -0.01 |
| Omega: | 6.99 |
| Rho: | 0.12 |
Quote data
| Open: | 0.1300 |
|---|---|
| High: | 0.1800 |
| Low: | 0.1300 |
| Previous Close: | 0.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.50% | ||
|---|---|---|---|
| 1 Month | +38.46% | ||
| 3 Months | -35.71% | ||
| YTD | +20.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.1800 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.2000 | 0.1300 |
| 6M High / 6M Low: | 0.3900 | 0.1200 |
| High (YTD): | 1/7/2025 | 0.2000 |
| Low (YTD): | 1/14/2025 | 0.1300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1568 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2397 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 143.75% | |
| Volatility 6M: | 133.39% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |