UniCredit Call 45 703 18.12.2024/  DE000HD4YTB7  /

EUWAX
23/05/2024  20:46:46 Chg.-0.090 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.390EUR -18.75% -
Bid Size: -
-
Ask Size: -
ALFEN N.V. EO -,10 45.00 - 18/12/2024 Call
 

Master data

WKN: HD4YTB
Issuer: UniCredit
Currency: EUR
Underlying: ALFEN N.V. EO -,10
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 18/12/2024
Issue date: 24/04/2024
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.28
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.61
Parity: -0.73
Time value: 0.60
Break-even: 51.00
Moneyness: 0.84
Premium: 0.35
Premium p.a.: 0.70
Spread abs.: 0.12
Spread %: 25.00%
Delta: 0.50
Theta: -0.02
Omega: 3.12
Rho: 0.07
 

Quote data

Open: 0.440
High: 0.450
Low: 0.390
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.400
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -