UniCredit Call 12.5 IBE1 19.03.2025
/ DE000HD5HN13
UniCredit Call 12.5 IBE1 19.03.20.../ DE000HD5HN13 /
2024-09-27 9:50:36 AM |
Chg.+0.010 |
Bid2024-09-27 |
Ask2024-09-27 |
Underlying |
Strike price |
Expiration date |
Option type |
1.480EUR |
+0.68% |
1.480 Bid Size: 30,000 |
1.490 Ask Size: 30,000 |
IBERDROLA INH. EO... |
12.50 - |
2025-03-19 |
Call |
Master data
WKN: |
HD5HN1 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
IBERDROLA INH. EO -,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.50 - |
Maturity: |
2025-03-19 |
Issue date: |
2024-05-13 |
Last trading day: |
2025-03-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.47 |
Intrinsic value: |
1.14 |
Implied volatility: |
0.18 |
Historic volatility: |
0.16 |
Parity: |
1.14 |
Time value: |
0.38 |
Break-even: |
14.01 |
Moneyness: |
1.09 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.04 |
Spread %: |
2.72% |
Delta: |
0.82 |
Theta: |
0.00 |
Omega: |
7.37 |
Rho: |
0.05 |
Quote data
Open: |
1.480 |
High: |
1.480 |
Low: |
1.480 |
Previous Close: |
1.470 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.71% |
1 Month |
|
|
+80.49% |
3 Months |
|
|
+196.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.630 |
1.400 |
1M High / 1M Low: |
1.630 |
0.820 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.498 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.201 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |