UniCredit Call 45 BAS 19.03.2025
/ DE000HD4HP46
UniCredit Call 45 BAS 19.03.2025/ DE000HD4HP46 /
| 1/24/2025 8:11:38 PM |
Chg.+0.29 |
Bid9:37:32 PM |
Ask9:37:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.24EUR |
+14.87% |
2.26
Bid Size: 10,000 |
2.30
Ask Size: 10,000 |
BASF SE NA O.N. |
45.00 - |
3/19/2025 |
Call |
Master data
| WKN: |
HD4HP4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BASF SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
3/19/2025 |
| Issue date: |
4/10/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
22.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
0.71 |
| Time value: |
1.30 |
| Break-even: |
47.00 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
2.04% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
13.91 |
| Rho: |
0.04 |
Quote data
| Open: |
2.46 |
| High: |
2.46 |
| Low: |
2.24 |
| Previous Close: |
1.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.33% |
| 1 Month |
|
|
+119.61% |
| 3 Months |
|
|
-5.08% |
| YTD |
|
|
+124.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.95 |
1.50 |
| 1M High / 1M Low: |
1.95 |
0.75 |
| 6M High / 6M Low: |
3.05 |
0.75 |
| High (YTD): |
1/23/2025 |
1.95 |
| Low (YTD): |
1/3/2025 |
0.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.09% |
| Volatility 6M: |
|
172.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |