UniCredit Call 37.533 IXD1 19.06..../  DE000HC73VB7  /

EUWAX
2024-06-03  10:07:16 AM Chg.+0.020 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
0.650EUR +3.17% 0.650
Bid Size: 60,000
-
Ask Size: -
INDITEX INH. EO... 37.533 - 2024-06-19 Call
 

Master data

WKN: HC73VB
Issuer: UniCredit
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 37.53 -
Maturity: 2024-06-19
Issue date: 2023-06-01
Last trading day: 2024-06-18
Ratio: 9.88:1
Exercise type: American
Quanto: -
Gearing: 6.68
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.61
Implied volatility: 0.68
Historic volatility: 0.20
Parity: 0.61
Time value: 0.05
Break-even: 44.05
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 3.13%
Delta: 0.87
Theta: -0.04
Omega: 5.81
Rho: 0.01
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month  
+12.07%
3 Months  
+44.44%
YTD  
+62.50%
1 Year  
+306.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.630
1M High / 1M Low: 0.750 0.570
6M High / 6M Low: 0.960 0.260
High (YTD): 2024-03-28 0.960
Low (YTD): 2024-01-05 0.260
52W High: 2024-03-28 0.960
52W Low: 2023-10-27 0.090
Avg. price 1W:   0.676
Avg. volume 1W:   0.000
Avg. price 1M:   0.636
Avg. volume 1M:   0.000
Avg. price 6M:   0.513
Avg. volume 6M:   26.879
Avg. price 1Y:   0.353
Avg. volume 1Y:   26.244
Volatility 1M:   113.46%
Volatility 6M:   149.43%
Volatility 1Y:   151.58%
Volatility 3Y:   -