UniCredit Call 84 HEN3 19.06.2024/  DE000HD5HJ01  /

EUWAX
5/23/2024  8:28:25 PM Chg.-0.020 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.100EUR -16.67% -
Bid Size: -
-
Ask Size: -
HENKEL AG+CO.KGAA VZ... 84.00 - 6/19/2024 Call
 

Master data

WKN: HD5HJ0
Issuer: UniCredit
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 6/19/2024
Issue date: 5/13/2024
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.43
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.16
Parity: -0.02
Time value: 0.23
Break-even: 86.30
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.49
Spread abs.: 0.10
Spread %: 76.92%
Delta: 0.51
Theta: -0.05
Omega: 18.75
Rho: 0.03
 

Quote data

Open: 0.140
High: 0.140
Low: 0.100
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.120
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.158
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:   -