UniCredit Call 80 WAF 19.06.2024/  DE000HC72346  /

EUWAX
2024-05-31  1:23:12 PM Chg.-0.018 Bid2024-05-31 Ask2024-05-31 Underlying Strike price Expiration date Option type
0.019EUR -48.65% 0.019
Bid Size: 45,000
0.041
Ask Size: 45,000
SILTRONIC AG NA O.N. 80.00 - 2024-06-19 Call
 

Master data

WKN: HC7234
Issuer: UniCredit
Currency: EUR
Underlying: SILTRONIC AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-19
Issue date: 2023-05-30
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.65
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.32
Parity: -0.49
Time value: 0.23
Break-even: 82.30
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 4.81
Spread abs.: 0.22
Spread %: 2,200.00%
Delta: 0.35
Theta: -0.10
Omega: 11.55
Rho: 0.01
 

Quote data

Open: 0.022
High: 0.022
Low: 0.019
Previous Close: 0.037
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.25%
1 Month
  -87.33%
3 Months
  -98.26%
YTD
  -98.58%
1 Year
  -98.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.034
1M High / 1M Low: 0.160 0.034
6M High / 6M Low: 1.640 0.034
High (YTD): 2024-01-09 1.640
Low (YTD): 2024-05-29 0.034
52W High: 2023-11-29 1.740
52W Low: 2024-05-29 0.034
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.872
Avg. volume 6M:   0.000
Avg. price 1Y:   0.970
Avg. volume 1Y:   1.563
Volatility 1M:   543.99%
Volatility 6M:   266.63%
Volatility 1Y:   214.34%
Volatility 3Y:   -