UC WAR. CALL 12/25 ZEG/ DE000HD6SMM6 /
| 1/24/2025 9:45:33 PM | Chg.+0.0200 | Bid9:59:47 PM | Ask9:59:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9100EUR | +2.25% | 0.8800 Bid Size: 12,000 |
0.9200 Ask Size: 12,000 |
ASTRAZENECA PLC D... | 120.00 - | 12/17/2025 | Call |
Master data
| WKN: | HD6SMM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ASTRAZENECA PLC DL-,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 - |
| Maturity: | 12/17/2025 |
| Issue date: | 7/1/2024 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 14.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.85 |
|---|---|
| Intrinsic value: | 1.13 |
| Implied volatility: | - |
| Historic volatility: | 0.21 |
| Parity: | 1.13 |
| Time value: | -0.21 |
| Break-even: | 129.20 |
| Moneyness: | 1.09 |
| Premium: | -0.02 |
| Premium p.a.: | -0.02 |
| Spread abs.: | 0.04 |
| Spread %: | 4.55% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.9300 |
|---|---|
| High: | 0.9300 |
| Low: | 0.9100 |
| Previous Close: | 0.8900 |
| Turnover: | 994.1700 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.06% | ||
|---|---|---|---|
| 1 Month | +21.33% | ||
| 3 Months | -35.46% | ||
| YTD | +22.97% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.9100 | 0.7900 |
|---|---|---|
| 1M High / 1M Low: | 0.9500 | 0.7100 |
| 6M High / 6M Low: | 2.8800 | 0.5300 |
| High (YTD): | 1/10/2025 | 0.9500 |
| Low (YTD): | 1/15/2025 | 0.7100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8700 | |
| Avg. volume 1W: | 1,254.2000 | |
| Avg. price 1M: | 0.8268 | |
| Avg. volume 1M: | 544.6316 | |
| Avg. price 6M: | 1.4688 | |
| Avg. volume 6M: | 98.7165 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 110.09% | |
| Volatility 6M: | 114.11% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |