UniCredit Call 20.7487 AOMD 19.03.../  DE000HD43DK7  /

EUWAX
2024-06-05  8:36:50 PM Chg.+0.24 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.55EUR +18.32% -
Bid Size: -
-
Ask Size: -
ALSTOM S.A. INH. ... 20.7487 EUR 2025-03-19 Call
 

Master data

WKN: HD43DK
Issuer: UniCredit
Currency: EUR
Underlying: ALSTOM S.A. INH. EO 7
Type: Warrant
Option type: Call
Strike price: 20.75 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: 13.10
Leverage: Yes

Calculated values

Fair value: 2.47
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.55
Parity: -3.66
Time value: 1.40
Break-even: 22.07
Moneyness: 0.83
Premium: 0.28
Premium p.a.: 0.36
Spread abs.: 0.10
Spread %: 7.69%
Delta: 0.39
Theta: 0.00
Omega: 5.07
Rho: 0.04
 

Quote data

Open: 1.40
High: 1.58
Low: 1.40
Previous Close: 1.31
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.50%
1 Month  
+78.16%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.02 1.31
1M High / 1M Low: 2.07 0.90
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.69
Avg. volume 1W:   0.00
Avg. price 1M:   1.49
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -