UniCredit Call 14.1468 AOMD 19.03.../  DE000HD43DH3  /

EUWAX
2024-05-31  8:44:48 PM Chg.-0.44 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
5.28EUR -7.69% -
Bid Size: -
-
Ask Size: -
ALSTOM S.A. INH. ... 14.1468 EUR 2025-03-19 Call
 

Master data

WKN: HD43DH
Issuer: UniCredit
Currency: EUR
Underlying: ALSTOM S.A. INH. EO 7
Type: Warrant
Option type: Call
Strike price: 14.15 EUR
Maturity: 2025-03-19
Issue date: 2024-03-25
Last trading day: 2025-03-18
Ratio: 1:1.06
Exercise type: American
Quanto: -
Gearing: 3.32
Leverage: Yes

Calculated values

Fair value: 6.58
Intrinsic value: 4.83
Implied volatility: 0.41
Historic volatility: 0.55
Parity: 4.83
Time value: 1.15
Break-even: 19.79
Moneyness: 1.32
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.44
Spread %: 7.94%
Delta: 0.85
Theta: 0.00
Omega: 2.80
Rho: 0.08
 

Quote data

Open: 5.72
High: 5.72
Low: 5.07
Previous Close: 5.72
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.42%
1 Month  
+123.73%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.84 5.28
1M High / 1M Low: 5.84 2.75
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.57
Avg. volume 1W:   0.00
Avg. price 1M:   4.32
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -