UniCredit Call 340 ACN 18.09.2024/  DE000HD4WE16  /

EUWAX
2024-05-14  9:46:11 AM Chg.-0.040 Bid12:00:56 PM Ask12:00:56 PM Underlying Strike price Expiration date Option type
0.620EUR -6.06% 0.630
Bid Size: 10,000
0.700
Ask Size: 10,000
Accenture Plc 340.00 - 2024-09-18 Call
 

Master data

WKN: HD4WE1
Issuer: UniCredit
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Call
Strike price: 340.00 -
Maturity: 2024-09-18
Issue date: 2024-04-22
Last trading day: 2024-09-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.51
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.19
Parity: -5.52
Time value: 0.67
Break-even: 346.70
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.76
Spread abs.: 0.02
Spread %: 3.08%
Delta: 0.23
Theta: -0.07
Omega: 9.71
Rho: 0.20
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.50%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.620
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.712
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:   -