UC WAR. CALL 03/25 GXI/ DE000HD40077 /
| 2024-09-24 7:46:33 PM | Chg.+0.0100 | Bid2024-09-24 | Ask2024-09-24 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0100EUR | +1.00% | 0.9700 Bid Size: 15,000 |
1.0100 Ask Size: 15,000 |
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: | 9.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.98 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.39 |
| Parity: | -0.31 |
| Time value: | 1.05 |
| Break-even: | 110.50 |
| Moneyness: | 0.97 |
| Premium: | 0.14 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.09 |
| Spread %: | 9.38% |
| Delta: | 0.54 |
| Theta: | -0.04 |
| Omega: | 4.96 |
| Rho: | 0.20 |
Quote data
| Open: | 0.9700 |
|---|---|
| High: | 1.0200 |
| Low: | 0.9700 |
| Previous Close: | 1.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -24.63% | ||
|---|---|---|---|
| 1 Month | +3.06% | ||
| 3 Months | -24.06% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3400 | 1.0000 |
|---|---|---|
| 1M High / 1M Low: | 1.5500 | 0.8700 |
| 6M High / 6M Low: | 2.1600 | 0.8700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2610 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4715 | |
| Avg. volume 6M: | 7.8906 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 193.68% | |
| Volatility 6M: | 157.37% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
