UniCredit Call 16.9762 AOMD 19.03.../  DE000HD4VSK6  /

EUWAX
2024-05-31  8:48:05 PM Chg.-0.39 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
3.37EUR -10.37% -
Bid Size: -
-
Ask Size: -
ALSTOM S.A. INH. ... 16.9762 EUR 2025-03-19 Call
 

Master data

WKN: HD4VSK
Issuer: UniCredit
Currency: EUR
Underlying: ALSTOM S.A. INH. EO 7
Type: Warrant
Option type: Call
Strike price: 16.98 EUR
Maturity: 2025-03-19
Issue date: 2024-04-22
Last trading day: 2025-03-18
Ratio: 1:1.06
Exercise type: American
Quanto: -
Gearing: 4.94
Leverage: Yes

Calculated values

Fair value: 4.90
Intrinsic value: 1.83
Implied volatility: 0.40
Historic volatility: 0.55
Parity: 1.83
Time value: 2.18
Break-even: 20.76
Moneyness: 1.10
Premium: 0.11
Premium p.a.: 0.14
Spread abs.: 0.44
Spread %: 12.32%
Delta: 0.70
Theta: 0.00
Omega: 3.47
Rho: 0.07
 

Quote data

Open: 3.64
High: 3.64
Low: 3.29
Previous Close: 3.76
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.06%
1 Month  
+145.99%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.84 3.36
1M High / 1M Low: 3.84 1.63
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.61
Avg. volume 1W:   0.00
Avg. price 1M:   2.74
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -