UniCredit Call 340 ACN 18.09.2024/  DE000HD4WE16  /

EUWAX
29/05/2024  19:29:43 Chg.-0.010 Bid19:36:19 Ask19:36:19 Underlying Strike price Expiration date Option type
0.390EUR -2.50% 0.380
Bid Size: 15,000
0.400
Ask Size: 15,000
Accenture Plc 340.00 - 18/09/2024 Call
 

Master data

WKN: HD4WE1
Issuer: UniCredit
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Call
Strike price: 340.00 -
Maturity: 18/09/2024
Issue date: 22/04/2024
Last trading day: 17/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.36
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.19
Parity: -6.56
Time value: 0.44
Break-even: 344.40
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 1.10
Spread abs.: 0.02
Spread %: 4.76%
Delta: 0.17
Theta: -0.06
Omega: 10.58
Rho: 0.13
 

Quote data

Open: 0.370
High: 0.390
Low: 0.360
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.76%
1 Month
  -45.07%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.400
1M High / 1M Low: 0.820 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.612
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -