UniCredit Call 32 VAS 19.03.2025/  DE000HD43JM0  /

EUWAX
2024-05-06  1:30:29 PM Chg.+0.050 Bid4:05:59 PM Ask4:05:59 PM Underlying Strike price Expiration date Option type
0.860EUR +6.17% 0.860
Bid Size: 10,000
0.900
Ask Size: 10,000
VOESTALPINE AG 32.00 - 2025-03-19 Call
 

Master data

WKN: HD43JM
Issuer: UniCredit
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2025-03-19
Issue date: 2024-03-25
Last trading day: 2025-03-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 26.99
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.25
Parity: -6.36
Time value: 0.95
Break-even: 32.95
Moneyness: 0.80
Premium: 0.29
Premium p.a.: 0.33
Spread abs.: 0.18
Spread %: 23.38%
Delta: 0.27
Theta: 0.00
Omega: 7.28
Rho: 0.05
 

Quote data

Open: 0.770
High: 0.860
Low: 0.770
Previous Close: 0.810
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.88%
1 Month
  -35.34%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.820 0.670
1M High / 1M Low: 1.350 0.590
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.780
Avg. volume 1W:   0.000
Avg. price 1M:   0.855
Avg. volume 1M:   263.158
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   214.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -