UniCredit Call 26 ASG 19.03.2025
/ DE000HD4MWZ5
UniCredit Call 26 ASG 19.03.2025/ DE000HD4MWZ5 /
2024-05-16 1:44:55 PM |
Chg.+0.110 |
Bid2:20:01 PM |
Ask2:20:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
+14.10% |
0.880 Bid Size: 40,000 |
0.890 Ask Size: 40,000 |
GENERALI |
26.00 - |
2025-03-19 |
Call |
Master data
WKN: |
HD4MWZ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
GENERALI |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
26.00 - |
Maturity: |
2025-03-19 |
Issue date: |
2024-04-15 |
Last trading day: |
2025-03-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
29.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.12 |
Historic volatility: |
0.14 |
Parity: |
-1.40 |
Time value: |
0.84 |
Break-even: |
26.84 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.06 |
Spread %: |
7.69% |
Delta: |
0.44 |
Theta: |
0.00 |
Omega: |
12.88 |
Rho: |
0.08 |
Quote data
Open: |
0.850 |
High: |
0.890 |
Low: |
0.850 |
Previous Close: |
0.780 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+36.92% |
1 Month |
|
|
+217.86% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.650 |
1M High / 1M Low: |
0.870 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.766 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.488 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
164.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |