UniCredit Call 110 NEM 19.03.2025
/ DE000HD4PP79
UniCredit Call 110 NEM 19.03.2025/ DE000HD4PP79 /
24/01/2025 20:57:33 |
Chg.+0.050 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
+6.49% |
- Bid Size: - |
- Ask Size: - |
NEMETSCHEK SE O.N. |
110.00 - |
19/03/2025 |
Call |
Master data
WKN: |
HD4PP7 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NEMETSCHEK SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 - |
Maturity: |
19/03/2025 |
Issue date: |
16/04/2024 |
Last trading day: |
18/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.40 |
Historic volatility: |
0.30 |
Parity: |
0.34 |
Time value: |
0.55 |
Break-even: |
118.90 |
Moneyness: |
1.03 |
Premium: |
0.05 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.09 |
Spread %: |
11.25% |
Delta: |
0.62 |
Theta: |
-0.07 |
Omega: |
7.88 |
Rho: |
0.09 |
Quote data
Open: |
0.790 |
High: |
0.840 |
Low: |
0.790 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+412.50% |
1 Month |
|
|
+530.77% |
3 Months |
|
|
+86.36% |
YTD |
|
|
+530.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.820 |
0.190 |
1M High / 1M Low: |
0.820 |
0.090 |
6M High / 6M Low: |
0.820 |
0.090 |
High (YTD): |
24/01/2025 |
0.820 |
Low (YTD): |
14/01/2025 |
0.090 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.624 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.265 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.293 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
816.77% |
Volatility 6M: |
|
397.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |