UniCredit Call 45 RNL 18.06.2025
/ DE000HD1EEX1
UniCredit Call 45 RNL 18.06.2025/ DE000HD1EEX1 /
| 2024-05-16 7:34:31 PM |
Chg.-0.010 |
Bid9:55:54 PM |
Ask9:55:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-1.14% |
0.870
Bid Size: 25,000 |
0.880
Ask Size: 25,000 |
RENAULT INH. EO... |
45.00 - |
2025-06-18 |
Call |
Master data
| WKN: |
HD1EEX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
2025-06-18 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2025-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.29 |
| Parity: |
0.51 |
| Time value: |
0.38 |
| Break-even: |
53.90 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
4.31 |
| Rho: |
0.32 |
Quote data
| Open: |
0.840 |
| High: |
0.870 |
| Low: |
0.840 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.99% |
| 1 Month |
|
|
+6.10% |
| 3 Months |
|
|
+200.00% |
| YTD |
|
|
+163.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.760 |
| 1M High / 1M Low: |
0.880 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-09 |
0.970 |
| Low (YTD): |
2024-01-17 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.799 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
