UniCredit Call 4.8 AG1 19.06.2024/  DE000HD4U3L6  /

EUWAX
2024-05-23  10:37:53 AM Chg.-0.03 Bid1:59:55 PM Ask1:59:55 PM Underlying Strike price Expiration date Option type
1.79EUR -1.65% 1.79
Bid Size: 8,000
1.81
Ask Size: 8,000
AUTO1 GROUP SE INH ... 4.80 - 2024-06-19 Call
 

Master data

WKN: HD4U3L
Issuer: UniCredit
Currency: EUR
Underlying: AUTO1 GROUP SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 4.80 -
Maturity: 2024-06-19
Issue date: 2024-04-18
Last trading day: 2024-06-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.09
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 1.81
Implied volatility: 1.59
Historic volatility: 0.59
Parity: 1.81
Time value: 0.33
Break-even: 6.94
Moneyness: 1.38
Premium: 0.05
Premium p.a.: 0.93
Spread abs.: 0.32
Spread %: 17.58%
Delta: 0.83
Theta: -0.01
Omega: 2.57
Rho: 0.00
 

Quote data

Open: 1.79
High: 1.79
Low: 1.79
Previous Close: 1.82
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.76%
1 Month  
+244.23%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.10 1.80
1M High / 1M Low: 2.72 0.37
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.93
Avg. volume 1W:   0.00
Avg. price 1M:   1.35
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   651.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -