UniCredit Call 78 WAF 19.06.2024/  DE000HD570T1  /

EUWAX
2024-05-28  8:42:56 PM Chg.+0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.130EUR +8.33% -
Bid Size: -
-
Ask Size: -
SILTRONIC AG NA O.N. 78.00 - 2024-06-19 Call
 

Master data

WKN: HD570T
Issuer: UniCredit
Currency: EUR
Underlying: SILTRONIC AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 78.00 -
Maturity: 2024-06-19
Issue date: 2024-05-02
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 44.59
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.32
Parity: -0.22
Time value: 0.17
Break-even: 79.70
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 1.30
Spread abs.: 0.06
Spread %: 54.55%
Delta: 0.39
Theta: -0.06
Omega: 17.56
Rho: 0.02
 

Quote data

Open: 0.130
High: 0.140
Low: 0.130
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -