UniCredit Call 68 SAX 18.09.2024/  DE000HD4PP95  /

EUWAX
6/19/2024  8:17:10 PM Chg.-0.020 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.130EUR -13.33% -
Bid Size: -
-
Ask Size: -
STROEER SE + CO. KGA... 68.00 - 9/18/2024 Call
 

Master data

WKN: HD4PP9
Issuer: UniCredit
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 68.00 -
Maturity: 9/18/2024
Issue date: 4/16/2024
Last trading day: 9/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.73
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -0.66
Time value: 0.20
Break-even: 70.00
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.69
Spread abs.: 0.06
Spread %: 42.86%
Delta: 0.32
Theta: -0.02
Omega: 9.91
Rho: 0.04
 

Quote data

Open: 0.150
High: 0.150
Low: 0.130
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -55.17%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.310 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.224
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -