UniCredit Call 52 ABLZF 18.12.202.../  DE000HD4HFF2  /

EUWAX
2024-05-17  9:21:59 PM Chg.-0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% -
Bid Size: -
-
Ask Size: -
ABB Ltd. 52.00 - 2024-12-18 Call
 

Master data

WKN: HD4HFF
Issuer: UniCredit
Currency: EUR
Underlying: ABB Ltd.
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 2024-12-18
Issue date: 2024-04-10
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.12
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.21
Parity: -0.42
Time value: 0.14
Break-even: 53.40
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.35
Theta: -0.01
Omega: 11.84
Rho: 0.09
 

Quote data

Open: 0.120
High: 0.130
Low: 0.120
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+88.41%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.160 0.069
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -