UniCredit Call 29 VAS 18.09.2024/  DE000HD4VW15  /

EUWAX
2024-05-20  8:04:24 PM Chg.+0.100 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.690EUR +16.95% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 29.00 - 2024-09-18 Call
 

Master data

WKN: HD4VW1
Issuer: UniCredit
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 29.00 -
Maturity: 2024-09-18
Issue date: 2024-04-22
Last trading day: 2024-09-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 35.32
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.25
Parity: -2.86
Time value: 0.74
Break-even: 29.74
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.48
Spread abs.: 0.18
Spread %: 32.14%
Delta: 0.31
Theta: -0.01
Omega: 10.84
Rho: 0.02
 

Quote data

Open: 0.730
High: 0.750
Low: 0.690
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.19%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.510
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -