UC WAR. CALL 12/25 1COV/ DE000HD6XX02 /
| 1/8/2025 9:41:19 AM | Chg.- | Bid10:43:49 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6600EUR | - | 0.6600 Bid Size: 45,000 |
- Ask Size: - |
COVESTRO AG O.N. | 55.00 - | 12/17/2025 | Call |
Master data
| WKN: | HD6XX0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | COVESTRO AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 12/17/2025 |
| Issue date: | 7/4/2024 |
| Last trading day: | 1/8/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.56 |
|---|---|
| Intrinsic value: | 0.13 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.20 |
| Parity: | 0.13 |
| Time value: | 0.51 |
| Break-even: | 61.40 |
| Moneyness: | 1.02 |
| Premium: | 0.09 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.63 |
| Theta: | -0.01 |
| Omega: | 5.52 |
| Rho: | 0.26 |
Quote data
| Open: | 0.5800 |
|---|---|
| High: | 0.6600 |
| Low: | 0.5800 |
| Previous Close: | 0.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +11.86% | ||
| 3 Months | +1.54% | ||
| YTD | +10.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.6600 | 0.5800 |
| 6M High / 6M Low: | 0.9000 | 0.5300 |
| High (YTD): | 1/8/2025 | 0.6600 |
| Low (YTD): | 1/7/2025 | 0.6200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.6200 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6842 | |
| Avg. volume 6M: | 64.0351 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 45.66% | |
| Volatility 6M: | 72.78% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |