UniCredit Call 250 AP2 19.03.2025/  DE000HD43NZ4  /

EUWAX
03/06/2024  13:54:07 Chg.+0.13 Bid15:46:03 Ask15:46:03 Underlying Strike price Expiration date Option type
1.65EUR +8.55% 1.71
Bid Size: 15,000
1.73
Ask Size: 15,000
APPLIED MATERIALS IN... 250.00 - 19/03/2025 Call
 

Master data

WKN: HD43NZ
Issuer: UniCredit
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 19/03/2025
Issue date: 25/03/2024
Last trading day: 18/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.01
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.30
Parity: -5.18
Time value: 1.65
Break-even: 266.50
Moneyness: 0.79
Premium: 0.34
Premium p.a.: 0.45
Spread abs.: 0.02
Spread %: 1.23%
Delta: 0.38
Theta: -0.06
Omega: 4.51
Rho: 0.46
 

Quote data

Open: 1.60
High: 1.65
Low: 1.60
Previous Close: 1.52
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.23%
1 Month  
+3.77%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.88 1.52
1M High / 1M Low: 1.94 1.52
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.77
Avg. volume 1W:   0.00
Avg. price 1M:   1.74
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -