UC WAR. CALL 06/25 ZEG/ DE000HD5HTZ8 /
| 2024-06-17 11:45:42 AM | Chg.-0.0100 | Bid12:16:17 PM | Ask12:16:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | -2.50% | 0.3700 Bid Size: 35,000 |
0.3800 Ask Size: 35,000 |
ASTRAZENECA PLC D... | 160.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD5HTZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ASTRAZENECA PLC DL-,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-05-13 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 33.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.11 |
| Historic volatility: | 0.25 |
| Parity: | -1.11 |
| Time value: | 0.44 |
| Break-even: | 164.40 |
| Moneyness: | 0.93 |
| Premium: | 0.10 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.06 |
| Spread %: | 15.79% |
| Delta: | 0.40 |
| Theta: | -0.01 |
| Omega: | 13.43 |
| Rho: | 0.55 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3900 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.50% | ||
|---|---|---|---|
| 1 Month | +30.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4000 | 0.3600 |
|---|---|---|
| 1M High / 1M Low: | 0.4100 | 0.2700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3490 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 133.57% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
