UniCredit Call 270 VOLV/B 18.06.2025
/ DE000HD8Y8Y0
UniCredit Call 270 VOLV/B 18.06.2.../ DE000HD8Y8Y0 /
| 1/24/2025 7:37:51 PM |
Chg.+0.080 |
Bid9:59:32 PM |
Ask9:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.750EUR |
+3.00% |
2.670
Bid Size: 2,000 |
2.880
Ask Size: 2,000 |
Volvo, AB ser. B |
270.00 SEK |
6/18/2025 |
Call |
Master data
| WKN: |
HD8Y8Y |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Volvo, AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 SEK |
| Maturity: |
6/18/2025 |
| Issue date: |
9/25/2024 |
| Last trading day: |
6/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.06 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.26 |
| Parity: |
2.10 |
| Time value: |
0.79 |
| Break-even: |
26.43 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.21 |
| Spread %: |
7.84% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
6.82 |
| Rho: |
0.07 |
Quote data
| Open: |
2.710 |
| High: |
2.900 |
| Low: |
2.710 |
| Previous Close: |
2.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.79% |
| 1 Month |
|
|
+80.92% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
+69.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.750 |
2.380 |
| 1M High / 1M Low: |
2.750 |
1.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/24/2025 |
2.750 |
| Low (YTD): |
1/2/2025 |
1.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |