UC WAR. CALL 12/25 MDO/ DE000HD2KY42 /
| 2024-09-24 9:42:00 PM | Chg.+0.0500 | Bid9:59:39 PM | Ask9:59:39 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7800EUR | +2.89% | 1.7800 Bid Size: 20,000 |
1.8100 Ask Size: 20,000 |
MCDONALDS CORP. DL... | 320.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD2KY4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MCDONALDS CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 320.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-02-09 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 15.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.60 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.15 |
| Parity: | -5.08 |
| Time value: | 1.78 |
| Break-even: | 337.80 |
| Moneyness: | 0.84 |
| Premium: | 0.26 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.04 |
| Spread %: | 2.30% |
| Delta: | 0.38 |
| Theta: | -0.04 |
| Omega: | 5.75 |
| Rho: | 1.04 |
Quote data
| Open: | 1.6200 |
|---|---|
| High: | 1.7800 |
| Low: | 1.6200 |
| Previous Close: | 1.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.84% | ||
|---|---|---|---|
| 1 Month | +22.76% | ||
| 3 Months | +157.97% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7800 | 1.5300 |
|---|---|---|
| 1M High / 1M Low: | 1.7800 | 1.3600 |
| 6M High / 6M Low: | 1.7800 | 0.5000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5491 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0273 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 77.79% | |
| Volatility 6M: | 131.58% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
