UniCredit Call 10.2 FTE 18.12.202.../  DE000HD79WN5  /

EUWAX
2024-11-06  8:21:43 PM Chg.- Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.088EUR - -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 10.20 EUR 2024-12-18 Call
 

Master data

WKN: HD79WN
Issuer: UniCredit
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.20 EUR
Maturity: 2024-12-18
Issue date: 2024-07-24
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 90.47
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.15
Parity: -0.25
Time value: 0.11
Break-even: 10.31
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 22.22%
Delta: 0.34
Theta: 0.00
Omega: 31.10
Rho: 0.00
 

Quote data

Open: 0.130
High: 0.130
Low: 0.068
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.00%
1 Month
  -67.41%
3 Months
  -80.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.088
1M High / 1M Low: 0.330 0.088
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:   0.223
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   335.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -