UniCredit Call 80 NEM 18.06.2025/  DE000HD1GY72  /

Frankfurt Zert./HVB
1/24/2025  7:37:19 PM Chg.+0.100 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
3.460EUR +2.98% 3.410
Bid Size: 4,000
3.590
Ask Size: 4,000
NEMETSCHEK SE O.N. 80.00 - 6/18/2025 Call
 

Master data

WKN: HD1GY7
Issuer: UniCredit
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 6/18/2025
Issue date: 12/28/2023
Last trading day: 6/17/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.15
Leverage: Yes

Calculated values

Fair value: 3.44
Intrinsic value: 3.34
Implied volatility: 0.49
Historic volatility: 0.30
Parity: 3.34
Time value: 0.26
Break-even: 116.00
Moneyness: 1.42
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.18
Spread %: 5.26%
Delta: 0.91
Theta: -0.03
Omega: 2.86
Rho: 0.26
 

Quote data

Open: 3.420
High: 3.500
Low: 3.420
Previous Close: 3.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+63.21%
1 Month  
+83.07%
3 Months  
+36.22%
YTD  
+89.07%
1 Year  
+75.63%
3 Years     -
5 Years     -
1W High / 1W Low: 3.460 2.200
1M High / 1M Low: 3.460 1.780
6M High / 6M Low: 3.460 1.470
High (YTD): 1/24/2025 3.460
Low (YTD): 1/14/2025 1.780
52W High: 1/24/2025 3.460
52W Low: 5/2/2024 1.310
Avg. price 1W:   3.090
Avg. volume 1W:   0.000
Avg. price 1M:   2.252
Avg. volume 1M:   0.000
Avg. price 6M:   2.077
Avg. volume 6M:   0.000
Avg. price 1Y:   1.980
Avg. volume 1Y:   0.000
Volatility 1M:   174.03%
Volatility 6M:   105.13%
Volatility 1Y:   105.83%
Volatility 3Y:   -