UniCredit Call 4.8 AG1 19.06.2024/  DE000HD4U3L6  /

EUWAX
24/05/2024  10:22:10 Chg.- Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
1.81EUR - -
Bid Size: -
-
Ask Size: -
AUTO1 GROUP SE INH ... 4.80 - 19/06/2024 Call
 

Master data

WKN: HD4U3L
Issuer: UniCredit
Currency: EUR
Underlying: AUTO1 GROUP SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 4.80 -
Maturity: 19/06/2024
Issue date: 18/04/2024
Last trading day: 24/05/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.50
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 1.64
Implied volatility: 3.26
Historic volatility: 0.59
Parity: 1.64
Time value: 0.21
Break-even: 6.64
Moneyness: 1.34
Premium: 0.03
Premium p.a.: 16.49
Spread abs.: -0.03
Spread %: -1.60%
Delta: 0.85
Theta: -0.06
Omega: 2.97
Rho: 0.00
 

Quote data

Open: 1.81
High: 1.81
Low: 1.81
Previous Close: 1.79
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -13.81%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.10 1.79
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.89
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -