UC WAR. CALL 03/25 GXI/ DE000HD40077 /
| 2024-06-14 9:47:13 PM | Chg.-0.2000 | Bid9:59:27 PM | Ask9:59:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5600EUR | -11.36% | 1.5100 Bid Size: 8,000 |
1.5900 Ask Size: 8,000 |
GERRESHEIMER AG | 100.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD4007 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-21 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.56 |
|---|---|
| Intrinsic value: | 0.08 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.40 |
| Parity: | 0.08 |
| Time value: | 1.51 |
| Break-even: | 115.90 |
| Moneyness: | 1.01 |
| Premium: | 0.15 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.08 |
| Spread %: | 5.30% |
| Delta: | 0.61 |
| Theta: | -0.03 |
| Omega: | 3.86 |
| Rho: | 0.35 |
Quote data
| Open: | 1.7500 |
|---|---|
| High: | 1.7500 |
| Low: | 1.5600 |
| Previous Close: | 1.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.00% | ||
|---|---|---|---|
| 1 Month | -1.89% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1000 | 1.5600 |
|---|---|---|
| 1M High / 1M Low: | 2.1000 | 1.1100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7509 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 253.08% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
