UniCredit Call 60 NDA 18.06.2025
/ DE000HD2MQF3
UniCredit Call 60 NDA 18.06.2025/ DE000HD2MQF3 /
| 2024-09-26 2:28:00 PM |
Chg.+0.170 |
Bid2024-09-26 |
Ask2024-09-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+18.89% |
1.070
Bid Size: 60,000 |
1.080
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: |
6.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.34 |
| Parity: |
0.28 |
| Time value: |
0.66 |
| Break-even: |
69.30 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
4.49% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
4.38 |
| Rho: |
0.23 |
Quote data
| Open: |
0.970 |
| High: |
1.070 |
| Low: |
0.970 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.28% |
| 1 Month |
|
|
-18.32% |
| 3 Months |
|
|
-44.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.580 |
0.880 |
| 1M High / 1M Low: |
1.580 |
0.880 |
| 6M High / 6M Low: |
2.420 |
0.880 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.234 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.664 |
| Avg. volume 6M: |
|
165.116 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.51% |
| Volatility 6M: |
|
128.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
