UniCredit Call 55 RNL 18.09.2024/  DE000HD1EEW3  /

EUWAX
2024-05-22  8:39:30 PM Chg.+0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% -
Bid Size: -
-
Ask Size: -
RENAULT INH. EO... 55.00 - 2024-09-18 Call
 

Master data

WKN: HD1EEW
Issuer: UniCredit
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-09-18
Issue date: 2023-12-27
Last trading day: 2024-09-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 41.06
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.29
Parity: -0.57
Time value: 0.12
Break-even: 56.20
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.28
Theta: -0.01
Omega: 11.58
Rho: 0.04
 

Quote data

Open: 0.120
High: 0.120
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -14.29%
3 Months  
+531.58%
YTD  
+215.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.160 0.088
6M High / 6M Low: - -
High (YTD): 2024-04-11 0.230
Low (YTD): 2024-01-17 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   247.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -