UniCredit Call 240 IDP 18.09.2024/  DE000HD4WFH7  /

EUWAX
2024-05-31  8:48:12 PM Chg.+0.19 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
1.05EUR +22.09% -
Bid Size: -
-
Ask Size: -
BIOGEN INC. DL -,000... 240.00 - 2024-09-18 Call
 

Master data

WKN: HD4WFH
Issuer: UniCredit
Currency: EUR
Underlying: BIOGEN INC. DL -,0005
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2024-09-18
Issue date: 2024-04-22
Last trading day: 2024-09-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.16
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.22
Parity: -3.68
Time value: 0.96
Break-even: 249.60
Moneyness: 0.85
Premium: 0.23
Premium p.a.: 0.98
Spread abs.: 0.08
Spread %: 9.09%
Delta: 0.32
Theta: -0.09
Omega: 6.77
Rho: 0.17
 

Quote data

Open: 0.83
High: 1.07
Low: 0.83
Previous Close: 0.86
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.98%
1 Month  
+25.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.89 0.73
1M High / 1M Low: 1.65 0.73
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.82
Avg. volume 1W:   0.00
Avg. price 1M:   1.07
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -