UniCredit Call 34 WIB 18.09.2024/  DE000HD0ZWH3  /

EUWAX
2024-04-30  9:00:35 PM Chg.-0.23 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
2.12EUR -9.79% -
Bid Size: -
-
Ask Size: -
WIENERBERGER 34.00 - 2024-09-18 Call
 

Master data

WKN: HD0ZWH
Issuer: UniCredit
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 2024-09-18
Issue date: 2023-11-27
Last trading day: 2024-09-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.98
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.22
Parity: -0.44
Time value: 2.40
Break-even: 36.40
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.24
Spread abs.: 0.31
Spread %: 14.83%
Delta: 0.54
Theta: -0.01
Omega: 7.54
Rho: 0.06
 

Quote data

Open: 2.35
High: 2.35
Low: 2.12
Previous Close: 2.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.35%
1 Month
  -5.36%
3 Months  
+31.68%
YTD  
+57.04%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.35 1.41
1M High / 1M Low: 2.35 1.36
6M High / 6M Low: - -
High (YTD): 2024-04-29 2.35
Low (YTD): 2024-01-17 0.66
52W High: - -
52W Low: - -
Avg. price 1W:   1.83
Avg. volume 1W:   0.00
Avg. price 1M:   1.76
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -