UniCredit Call 60 NDA 18.06.2025
/ DE000HD2MQF3
UniCredit Call 60 NDA 18.06.2025/ DE000HD2MQF3 /
| 2024-09-25 7:38:41 PM |
Chg.+0.010 |
Bid9:41:31 AM |
Ask9:41:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+1.12% |
0.990
Bid Size: 60,000 |
1.000
Ask Size: 60,000 |
AURUBIS AG |
60.00 - |
2025-06-18 |
Call |
Master data
| WKN: |
HD2MQF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2025-06-18 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2025-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.34 |
| Parity: |
0.22 |
| Time value: |
0.69 |
| Break-even: |
69.10 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
4.60% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
4.36 |
| Rho: |
0.22 |
Quote data
| Open: |
0.840 |
| High: |
0.900 |
| Low: |
0.800 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.40% |
| 1 Month |
|
|
-31.30% |
| 3 Months |
|
|
-53.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
0.890 |
| 1M High / 1M Low: |
1.590 |
0.890 |
| 6M High / 6M Low: |
2.420 |
0.890 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.258 |
| Avg. volume 1W: |
|
2,400 |
| Avg. price 1M: |
|
1.237 |
| Avg. volume 1M: |
|
521.739 |
| Avg. price 6M: |
|
1.669 |
| Avg. volume 6M: |
|
170.543 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.41% |
| Volatility 6M: |
|
124.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
