UniCredit Call 32 WIB 18.12.2024/  DE000HC82JJ6  /

EUWAX
2024-06-12  8:58:02 PM Chg.+0.43 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
5.20EUR +9.01% -
Bid Size: -
-
Ask Size: -
WIENERBERGER 32.00 - 2024-12-18 Call
 

Master data

WKN: HC82JJ
Issuer: UniCredit
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-12-18
Issue date: 2023-07-17
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.83
Leverage: Yes

Calculated values

Fair value: 3.63
Intrinsic value: 2.02
Implied volatility: 0.38
Historic volatility: 0.22
Parity: 2.02
Time value: 2.96
Break-even: 36.98
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.27
Spread %: 5.73%
Delta: 0.67
Theta: -0.01
Omega: 4.56
Rho: 0.09
 

Quote data

Open: 4.70
High: 5.26
Low: 4.70
Previous Close: 4.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.81%
1 Month
  -6.47%
3 Months  
+52.94%
YTD  
+112.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.94 4.49
1M High / 1M Low: 5.73 4.48
6M High / 6M Low: 5.73 1.44
High (YTD): 2024-05-15 5.73
Low (YTD): 2024-01-17 1.44
52W High: - -
52W Low: - -
Avg. price 1W:   4.76
Avg. volume 1W:   0.00
Avg. price 1M:   5.16
Avg. volume 1M:   0.00
Avg. price 6M:   3.45
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.64%
Volatility 6M:   112.55%
Volatility 1Y:   -
Volatility 3Y:   -