UniCredit Call 26 BATS 17.09.2025
/ DE000HD950Z2
UniCredit Call 26 BATS 17.09.2025/ DE000HD950Z2 /
| 1/10/2025 1:10:15 PM |
Chg.-0.020 |
Bid1:19:59 PM |
Ask1:19:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.340EUR |
-0.37% |
5.280
Bid Size: 12,000 |
5.300
Ask Size: 12,000 |
British American Tob... |
26.00 GBP |
9/17/2025 |
Call |
Master data
| WKN: |
HD950Z |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
British American Tobacco PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 GBP |
| Maturity: |
9/17/2025 |
| Issue date: |
9/30/2024 |
| Last trading day: |
9/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.52 |
| Intrinsic value: |
4.53 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
4.53 |
| Time value: |
0.89 |
| Break-even: |
36.49 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.11 |
| Spread %: |
2.07% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
5.82 |
| Rho: |
0.18 |
Quote data
| Open: |
5.390 |
| High: |
5.390 |
| Low: |
5.240 |
| Previous Close: |
5.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.14% |
| 1 Month |
|
|
+11.02% |
| 3 Months |
|
|
+85.42% |
| YTD |
|
|
+18.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.360 |
5.100 |
| 1M High / 1M Low: |
5.360 |
4.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
5.360 |
| Low (YTD): |
1/2/2025 |
4.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.858 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |