UniCredit Call 80 MRVL 19.03.2025
/ DE000HD5L1J4
UniCredit Call 80 MRVL 19.03.2025/ DE000HD5L1J4 /
1/24/2025 8:59:19 PM |
Chg.-0.14 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.34EUR |
-3.13% |
- Bid Size: - |
- Ask Size: - |
Marvell Technology I... |
80.00 - |
3/19/2025 |
Call |
Master data
WKN: |
HD5L1J |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Marvell Technology Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 - |
Maturity: |
3/19/2025 |
Issue date: |
5/14/2024 |
Last trading day: |
3/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.87 |
Intrinsic value: |
3.82 |
Implied volatility: |
1.14 |
Historic volatility: |
0.53 |
Parity: |
3.82 |
Time value: |
0.44 |
Break-even: |
122.60 |
Moneyness: |
1.48 |
Premium: |
0.04 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.87 |
Theta: |
-0.11 |
Omega: |
2.41 |
Rho: |
0.09 |
Quote data
Open: |
4.41 |
High: |
4.49 |
Low: |
4.34 |
Previous Close: |
4.48 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.36% |
1 Month |
|
|
+25.43% |
3 Months |
|
|
+284.07% |
YTD |
|
|
+31.12% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
4.74 |
4.34 |
1M High / 1M Low: |
4.74 |
3.31 |
6M High / 6M Low: |
4.74 |
0.31 |
High (YTD): |
1/20/2025 |
4.74 |
Low (YTD): |
1/2/2025 |
3.35 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.48 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.90 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.66 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.28% |
Volatility 6M: |
|
238.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |