UniCredit Call 7 UAA 18.12.2024/  DE000HD4WD25  /

EUWAX
2024-05-29  5:46:17 PM Chg.+0.220 Bid6:37:25 PM Ask6:37:25 PM Underlying Strike price Expiration date Option type
0.890EUR +32.84% 0.840
Bid Size: 6,000
0.850
Ask Size: 6,000
Under Armour Inc 7.00 - 2024-12-18 Call
 

Master data

WKN: HD4WD2
Issuer: UniCredit
Currency: EUR
Underlying: Under Armour Inc
Type: Warrant
Option type: Call
Strike price: 7.00 -
Maturity: 2024-12-18
Issue date: 2024-04-22
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 7.88
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.36
Parity: -0.70
Time value: 0.80
Break-even: 7.80
Moneyness: 0.90
Premium: 0.24
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.50
Theta: 0.00
Omega: 3.92
Rho: 0.01
 

Quote data

Open: 0.740
High: 0.890
Low: 0.740
Previous Close: 0.670
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.23%
1 Month
  -9.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.670
1M High / 1M Low: 0.980 0.670
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.722
Avg. volume 1W:   0.000
Avg. price 1M:   0.833
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -