UniCredit Call 15.5 DBK 15.01.2025
/ DE000HD9W772
UniCredit Call 15.5 DBK 15.01.202.../ DE000HD9W772 /
| 1/3/2025 8:22:12 AM |
Chg.-0.080 |
Bid9:59:06 PM |
Ask11:26:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
-6.45% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
15.50 - |
1/15/2025 |
Call |
Master data
| WKN: |
HD9W77 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 - |
| Maturity: |
1/15/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
1/3/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.28 |
| Parity: |
1.32 |
| Time value: |
0.21 |
| Break-even: |
17.03 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.07 |
| Spread %: |
4.79% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
8.82 |
| Rho: |
0.00 |
Quote data
| Open: |
1.160 |
| High: |
1.160 |
| Low: |
1.160 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.45% |
| 1 Month |
|
|
-26.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
-9.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
1.160 |
| 1M High / 1M Low: |
1.790 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.240 |
| Low (YTD): |
1/3/2025 |
1.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |