UniCredit Call 25 VAS 19.03.2025/  DE000HD43JK4  /

Frankfurt Zert./HVB
19/06/2024  19:40:56 Chg.-0.050 Bid21:59:22 Ask21:59:22 Underlying Strike price Expiration date Option type
2.460EUR -1.99% 2.430
Bid Size: 2,000
2.650
Ask Size: 2,000
VOESTALPINE AG 25.00 - 19/03/2025 Call
 

Master data

WKN: HD43JK
Issuer: UniCredit
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 19/03/2025
Issue date: 25/03/2024
Last trading day: 18/03/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.42
Leverage: Yes

Calculated values

Fair value: 2.29
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -0.14
Time value: 2.64
Break-even: 27.64
Moneyness: 0.99
Premium: 0.11
Premium p.a.: 0.15
Spread abs.: 0.22
Spread %: 9.09%
Delta: 0.58
Theta: -0.01
Omega: 5.49
Rho: 0.09
 

Quote data

Open: 2.480
High: 2.600
Low: 2.460
Previous Close: 2.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.17%
1 Month
  -22.88%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.970 2.410
1M High / 1M Low: 3.660 2.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.574
Avg. volume 1W:   0.000
Avg. price 1M:   3.140
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -