UniCredit Call 30 VAS 19.03.2025/  DE000HD43JL2  /

Frankfurt Zert./HVB
2024-05-20  7:37:21 PM Chg.+0.110 Bid9:41:28 PM Ask9:41:28 PM Underlying Strike price Expiration date Option type
1.400EUR +8.53% 1.380
Bid Size: 3,000
1.490
Ask Size: 3,000
VOESTALPINE AG 30.00 - 2025-03-19 Call
 

Master data

WKN: HD43JL
Issuer: UniCredit
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2025-03-19
Issue date: 2024-03-25
Last trading day: 2025-03-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.41
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.25
Parity: -3.86
Time value: 1.42
Break-even: 31.42
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 0.25
Spread abs.: 0.18
Spread %: 14.52%
Delta: 0.37
Theta: 0.00
Omega: 6.87
Rho: 0.07
 

Quote data

Open: 1.400
High: 1.450
Low: 1.400
Previous Close: 1.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+32.08%
1 Month  
+32.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.290 1.060
1M High / 1M Low: 1.290 0.940
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.146
Avg. volume 1W:   0.000
Avg. price 1M:   1.116
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -