UniCredit Call 36 IXD1 18.12.2024/  DE000HD1TD56  /

EUWAX
2024-06-14  9:01:42 PM Chg.-0.03 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.11EUR -2.63% -
Bid Size: -
-
Ask Size: -
INDITEX INH. EO... 36.00 - 2024-12-18 Call
 

Master data

WKN: HD1TD5
Issuer: UniCredit
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 2024-12-18
Issue date: 2024-01-11
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.07
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 1.00
Implied volatility: 0.34
Historic volatility: 0.20
Parity: 1.00
Time value: 0.13
Break-even: 47.30
Moneyness: 1.28
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.80%
Delta: 0.89
Theta: -0.01
Omega: 3.60
Rho: 0.15
 

Quote data

Open: 1.11
High: 1.11
Low: 1.10
Previous Close: 1.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.83%
1 Month  
+19.35%
3 Months  
+8.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.15 1.09
1M High / 1M Low: 1.15 0.87
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.12
Avg. volume 1W:   0.00
Avg. price 1M:   0.99
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -