UniCredit Call 35 VAS 19.03.2025/  DE000HD43JN8  /

EUWAX
2024-06-06  7:32:09 PM Chg.+0.200 Bid8:11:07 PM Ask8:11:07 PM Underlying Strike price Expiration date Option type
0.500EUR +66.67% 0.490
Bid Size: 8,000
0.600
Ask Size: 8,000
VOESTALPINE AG 35.00 - 2025-03-19 Call
 

Master data

WKN: HD43JN
Issuer: UniCredit
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2025-03-19
Issue date: 2024-03-25
Last trading day: 2025-03-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 47.78
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -8.72
Time value: 0.55
Break-even: 35.55
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.47
Spread abs.: 0.22
Spread %: 66.67%
Delta: 0.18
Theta: 0.00
Omega: 8.43
Rho: 0.03
 

Quote data

Open: 0.420
High: 0.500
Low: 0.420
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+11.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.300
1M High / 1M Low: 0.590 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.433
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   258.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -