UniCredit Call 70 1BR1 18.06.2025/  DE000HD1EFY6  /

Frankfurt Zert./HVB
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:   -