UniCredit Call 14 SZG 19.03.2025/  DE000HD8N658  /

EUWAX
2024-11-12  8:47:20 PM Chg.-0.84 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
4.14EUR -16.87% -
Bid Size: -
-
Ask Size: -
SALZGITTER AG O.N. 14.00 EUR 2025-03-19 Call
 

Master data

WKN: HD8N65
Issuer: UniCredit
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2025-03-19
Issue date: 2024-09-12
Last trading day: 2025-03-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.72
Leverage: Yes

Calculated values

Fair value: 5.12
Intrinsic value: 4.50
Implied volatility: 0.46
Historic volatility: 0.53
Parity: 4.50
Time value: 0.47
Break-even: 18.97
Moneyness: 1.32
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.07
Spread %: 1.43%
Delta: 0.88
Theta: 0.00
Omega: 3.29
Rho: 0.04
 

Quote data

Open: 4.22
High: 4.22
Low: 4.05
Previous Close: 4.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.33%
1 Month  
+121.39%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.62 4.01
1M High / 1M Low: 5.62 1.32
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.04
Avg. volume 1W:   0.00
Avg. price 1M:   2.28
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   911.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -