UniCredit Call 70 1BR1 18.06.2025
/ DE000HD1EFY6
UniCredit Call 70 1BR1 18.06.2025/ DE000HD1EFY6 /
1/10/2025 3:51:35 PM |
Chg.-0.010 |
Bid4:11:51 PM |
Ask4:11:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
-1.22% |
0.800 Bid Size: 20,000 |
0.810 Ask Size: 20,000 |
URW (STAPLED SHS) E... |
70.00 - |
6/18/2025 |
Call |
Master data
WKN: |
HD1EFY |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
URW (STAPLED SHS) EO-,05 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
6/18/2025 |
Issue date: |
12/27/2023 |
Last trading day: |
6/17/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.71 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.30 |
Historic volatility: |
0.21 |
Parity: |
0.42 |
Time value: |
0.44 |
Break-even: |
78.60 |
Moneyness: |
1.06 |
Premium: |
0.06 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.05 |
Spread %: |
6.17% |
Delta: |
0.67 |
Theta: |
-0.02 |
Omega: |
5.82 |
Rho: |
0.18 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.800 |
Previous Close: |
0.820 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.25% |
1 Month |
|
|
-6.90% |
3 Months |
|
|
-24.30% |
YTD |
|
|
+9.46% |
1 Year |
|
|
-25.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.800 |
1M High / 1M Low: |
0.900 |
0.650 |
6M High / 6M Low: |
1.400 |
0.650 |
High (YTD): |
1/7/2025 |
0.900 |
Low (YTD): |
1/2/2025 |
0.750 |
52W High: |
6/5/2024 |
1.730 |
52W Low: |
12/19/2024 |
0.650 |
Avg. price 1W: |
|
0.836 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.786 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.010 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.139 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
83.26% |
Volatility 6M: |
|
98.77% |
Volatility 1Y: |
|
88.84% |
Volatility 3Y: |
|
- |