UniCredit Call 110 SNW 17.12.2025/  DE000HD2HY39  /

EUWAX
6/7/2024  9:05:24 PM Chg.+0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.370EUR +5.71% -
Bid Size: -
-
Ask Size: -
SANOFI SA INHABER ... 110.00 - 12/17/2025 Call
 

Master data

WKN: HD2HY3
Issuer: UniCredit
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 12/17/2025
Issue date: 2/7/2024
Last trading day: 12/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.98
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.25
Parity: -1.89
Time value: 0.38
Break-even: 113.80
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 5.56%
Delta: 0.32
Theta: -0.01
Omega: 7.65
Rho: 0.39
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.12%
1 Month     0.00%
3 Months  
+48.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.340
1M High / 1M Low: 0.440 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -