UniCredit Call 80 MONC 18.12.2024/  DE000HD2CRX5  /

Frankfurt Zert./HVB
2024-06-11  12:28:10 PM Chg.-0.002 Bid1:11:25 PM Ask1:11:25 PM Underlying Strike price Expiration date Option type
0.056EUR -3.45% 0.055
Bid Size: 70,000
0.066
Ask Size: 70,000
MONCLER 80.00 - 2024-12-18 Call
 

Master data

WKN: HD2CRX
Issuer: UniCredit
Currency: EUR
Underlying: MONCLER
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-12-18
Issue date: 2024-02-01
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 60.32
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.26
Parity: -1.97
Time value: 0.10
Break-even: 81.00
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 0.76
Spread abs.: 0.05
Spread %: 117.39%
Delta: 0.15
Theta: -0.01
Omega: 9.21
Rho: 0.04
 

Quote data

Open: 0.060
High: 0.060
Low: 0.055
Previous Close: 0.058
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month
  -49.09%
3 Months
  -81.94%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.058
1M High / 1M Low: 0.120 0.058
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.090
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -