UniCredit Call 72 GOB 19.06.2024/  DE000HD43HB7  /

EUWAX
2024-05-02  4:39:39 PM Chg.+0.100 Bid6:28:35 PM Ask6:28:35 PM Underlying Strike price Expiration date Option type
0.500EUR +25.00% 0.480
Bid Size: 15,000
0.510
Ask Size: 15,000
ST GOBAIN ... 72.00 - 2024-06-19 Call
 

Master data

WKN: HD43HB
Issuer: UniCredit
Currency: EUR
Underlying: ST GOBAIN EO 4
Type: Warrant
Option type: Call
Strike price: 72.00 -
Maturity: 2024-06-19
Issue date: 2024-03-25
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.78
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.27
Implied volatility: 0.23
Historic volatility: 0.23
Parity: 0.27
Time value: 0.15
Break-even: 76.20
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 13.51%
Delta: 0.71
Theta: -0.03
Omega: 12.58
Rho: 0.06
 

Quote data

Open: 0.480
High: 0.500
Low: 0.450
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+150.00%
1 Month  
+72.41%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.460 0.200
1M High / 1M Low: 0.460 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.317
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   498.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -