UniCredit Call 200 IDP 17.12.2025/  DE000HD4WFQ8  /

Frankfurt Zert./HVB
2024-06-07  7:31:30 PM Chg.-0.380 Bid9:59:30 PM Ask9:59:30 PM Underlying Strike price Expiration date Option type
5.790EUR -6.16% 5.700
Bid Size: 6,000
5.720
Ask Size: 6,000
BIOGEN INC. DL -,000... 200.00 - 2025-12-17 Call
 

Master data

WKN: HD4WFQ
Issuer: UniCredit
Currency: EUR
Underlying: BIOGEN INC. DL -,0005
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2025-12-17
Issue date: 2024-04-22
Last trading day: 2025-12-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.65
Leverage: Yes

Calculated values

Fair value: 3.28
Intrinsic value: 0.87
Implied volatility: 0.48
Historic volatility: 0.22
Parity: 0.87
Time value: 4.85
Break-even: 257.20
Moneyness: 1.04
Premium: 0.23
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 0.35%
Delta: 0.68
Theta: -0.05
Omega: 2.48
Rho: 1.29
 

Quote data

Open: 6.010
High: 6.060
Low: 5.780
Previous Close: 6.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.30%
1 Month  
+7.82%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.380 5.790
1M High / 1M Low: 6.440 5.050
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.086
Avg. volume 1W:   0.000
Avg. price 1M:   5.690
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -