UniCredit Call 38 IXD1 18.12.2024/  DE000HD1YJS8  /

EUWAX
6/14/2024  9:02:37 PM Chg.-0.030 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.940EUR -3.09% -
Bid Size: -
-
Ask Size: -
INDITEX INH. EO... 38.00 - 12/18/2024 Call
 

Master data

WKN: HD1YJS
Issuer: UniCredit
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 12/18/2024
Issue date: 1/18/2024
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.79
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.80
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 0.80
Time value: 0.16
Break-even: 47.60
Moneyness: 1.21
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 2.13%
Delta: 0.85
Theta: -0.01
Omega: 4.05
Rho: 0.15
 

Quote data

Open: 0.940
High: 0.940
Low: 0.930
Previous Close: 0.970
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.17%
1 Month  
+22.08%
3 Months  
+9.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.910
1M High / 1M Low: 0.980 0.710
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.942
Avg. volume 1W:   0.000
Avg. price 1M:   0.823
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -