UniCredit Call 550 ACN 17.12.2025
/ DE000HD1H6Y2
UniCredit Call 550 ACN 17.12.2025/ DE000HD1H6Y2 /
| 1/24/2025 7:31:23 PM |
Chg.+0.010 |
Bid8:45:00 PM |
Ask8:45:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+4.55% |
0.220
Bid Size: 15,000 |
0.260
Ask Size: 15,000 |
Accenture Plc |
550.00 - |
12/17/2025 |
Call |
Master data
| WKN: |
HD1H6Y |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Accenture Plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 - |
| Maturity: |
12/17/2025 |
| Issue date: |
12/28/2023 |
| Last trading day: |
12/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
132.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-20.47 |
| Time value: |
0.26 |
| Break-even: |
552.60 |
| Moneyness: |
0.63 |
| Premium: |
0.60 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.04 |
| Spread %: |
18.18% |
| Delta: |
0.07 |
| Theta: |
-0.02 |
| Omega: |
9.20 |
| Rho: |
0.19 |
Quote data
| Open: |
0.150 |
| High: |
0.230 |
| Low: |
0.140 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.00% |
| 1 Month |
|
|
-11.54% |
| 3 Months |
|
|
-8.00% |
| YTD |
|
|
+15.00% |
| 1 Year |
|
|
-75.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.200 |
| 1M High / 1M Low: |
0.230 |
0.170 |
| 6M High / 6M Low: |
0.380 |
0.010 |
| High (YTD): |
1/24/2025 |
0.230 |
| Low (YTD): |
1/14/2025 |
0.170 |
| 52W High: |
3/7/2024 |
1.100 |
| 52W Low: |
6/11/2024 |
0.001 |
| Avg. price 1W: |
|
0.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.185 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.312 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
140.17% |
| Volatility 6M: |
|
6,034.86% |
| Volatility 1Y: |
|
10,640.60% |
| Volatility 3Y: |
|
- |