UC WAR. CALL 12/25 NDA/ DE000HD6Y485 /
| 1/24/2025 9:46:12 PM | Chg.+0.0100 | Bid9:59:29 PM | Ask9:59:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6600EUR | +1.54% | 0.6300 Bid Size: 12,000 |
0.6700 Ask Size: 12,000 |
AURUBIS AG | 80.00 - | 12/17/2025 | Call |
Master data
| WKN: | HD6Y48 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 12/17/2025 |
| Issue date: | 7/4/2024 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.86 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.37 |
| Parity: | -0.61 |
| Time value: | 0.67 |
| Break-even: | 86.70 |
| Moneyness: | 0.92 |
| Premium: | 0.17 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.04 |
| Spread %: | 6.35% |
| Delta: | 0.48 |
| Theta: | -0.02 |
| Omega: | 5.31 |
| Rho: | 0.26 |
Quote data
| Open: | 0.6500 |
|---|---|
| High: | 0.7000 |
| Low: | 0.6500 |
| Previous Close: | 0.6500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.71% | ||
|---|---|---|---|
| 1 Month | -31.25% | ||
| 3 Months | -4.35% | ||
| YTD | -22.35% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.8000 | 0.6500 |
|---|---|---|
| 1M High / 1M Low: | 0.9100 | 0.5700 |
| 6M High / 6M Low: | 1.4600 | 0.4000 |
| High (YTD): | 1/6/2025 | 0.8300 |
| Low (YTD): | 1/14/2025 | 0.5700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7153 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7767 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 126.17% | |
| Volatility 6M: | 177.56% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |