UC WAR. CALL 12/25 MCHA/ DE000HD77YW6 /
| 24/01/2025 21:46:52 | Chg.0.0000 | Bid24/01/2025 | Ask24/01/2025 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1300EUR | 0.00% | 0.1300 Bid Size: 35,000 |
0.1400 Ask Size: 35,000 |
Cie Generale des Eta... | 38.00 EUR | 17/12/2025 | Call |
Master data
| WKN: | HD77YW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Cie Generale des Etablissements Michelin SA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.00 EUR |
| Maturity: | 17/12/2025 |
| Issue date: | 22/07/2024 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 24.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.20 |
| Parity: | -0.43 |
| Time value: | 0.14 |
| Break-even: | 39.40 |
| Moneyness: | 0.89 |
| Premium: | 0.17 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.01 |
| Spread %: | 7.69% |
| Delta: | 0.35 |
| Theta: | 0.00 |
| Omega: | 8.42 |
| Rho: | 0.09 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1300 |
| Low: | 0.1200 |
| Previous Close: | 0.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.18% | ||
|---|---|---|---|
| 1 Month | +39.78% | ||
| 3 Months | +30.00% | ||
| YTD | +39.78% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.1000 |
|---|---|---|
| 1M High / 1M Low: | 0.1300 | 0.0710 |
| 6M High / 6M Low: | 0.3700 | 0.0710 |
| High (YTD): | 24/01/2025 | 0.1300 |
| Low (YTD): | 13/01/2025 | 0.0710 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0975 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1883 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 183.16% | |
| Volatility 6M: | 131.77% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |