UniCredit Call 195 SIE 19.03.2025
/ DE000HD4Q1E1
UniCredit Call 195 SIE 19.03.2025/ DE000HD4Q1E1 /
| 1/24/2025 7:34:33 PM |
Chg.-0.080 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
-4.76% |
1.580
Bid Size: 12,000 |
1.620
Ask Size: 12,000 |
SIEMENS AG NA O.N. |
195.00 - |
3/19/2025 |
Call |
Master data
| WKN: |
HD4Q1E |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 - |
| Maturity: |
3/19/2025 |
| Issue date: |
4/16/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
1.40 |
| Time value: |
0.33 |
| Break-even: |
212.30 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
2.37% |
| Delta: |
0.79 |
| Theta: |
-0.06 |
| Omega: |
9.55 |
| Rho: |
0.22 |
Quote data
| Open: |
1.660 |
| High: |
1.710 |
| Low: |
1.600 |
| Previous Close: |
1.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.45% |
| 1 Month |
|
|
+146.15% |
| 3 Months |
|
|
+175.86% |
| YTD |
|
|
+158.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.680 |
1.100 |
| 1M High / 1M Low: |
1.680 |
0.500 |
| 6M High / 6M Low: |
1.680 |
0.190 |
| High (YTD): |
1/23/2025 |
1.680 |
| Low (YTD): |
1/3/2025 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.919 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.577 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.52% |
| Volatility 6M: |
|
251.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |