UniCredit Call 42 WIB 18.12.2024/  DE000HD2M3B9  /

EUWAX
12/06/2024  20:23:25 Chg.- Bid08:34:08 Ask08:34:08 Underlying Strike price Expiration date Option type
1.39EUR - 1.36
Bid Size: 3,000
1.58
Ask Size: 3,000
WIENERBERGER 42.00 - 18/12/2024 Call
 

Master data

WKN: HD2M3B
Issuer: UniCredit
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 18/12/2024
Issue date: 12/02/2024
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 24.13
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.22
Parity: -7.98
Time value: 1.41
Break-even: 43.41
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.60
Spread abs.: 0.27
Spread %: 23.68%
Delta: 0.28
Theta: -0.01
Omega: 6.81
Rho: 0.04
 

Quote data

Open: 1.10
High: 1.43
Low: 1.10
Previous Close: 1.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.20%
1 Month  
+4.51%
3 Months  
+139.66%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.39 1.20
1M High / 1M Low: 1.56 1.01
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -