UniCredit Call 3982.14 HMI 14.01..../  DE000HD4JRC0  /

EUWAX
22/05/2024  10:45:20 Chg.-0.010 Bid13:03:51 Ask13:03:51 Underlying Strike price Expiration date Option type
0.310EUR -3.13% 0.290
Bid Size: 50,000
0.320
Ask Size: 50,000
HERMES INTERNATIONAL... 3,982.1389 EUR 14/01/2026 Call
 

Master data

WKN: HD4JRC
Issuer: UniCredit
Currency: EUR
Underlying: HERMES INTERNATIONAL O.N.
Type: Warrant
Option type: Call
Strike price: 3,982.14 EUR
Maturity: 14/01/2026
Issue date: 11/04/2024
Last trading day: 13/01/2026
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 49.59
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -17.01
Time value: 0.46
Break-even: 4,028.14
Moneyness: 0.57
Premium: 0.77
Premium p.a.: 0.41
Spread abs.: 0.14
Spread %: 43.75%
Delta: 0.13
Theta: -0.17
Omega: 6.28
Rho: 4.00
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.89%
1 Month
  -22.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.320
1M High / 1M Low: 0.450 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.373
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -