UniCredit Call 160 Vestas Wind Sy.../  DE000HD70FR0  /

EUWAX
7/12/2024  8:32:30 PM Chg.+0.30 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
2.34EUR +14.71% -
Bid Size: -
-
Ask Size: -
- 160.00 DKK 9/18/2024 Call
 

Master data

WKN: HD70FR
Issuer: UniCredit
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 160.00 DKK
Maturity: 9/18/2024
Issue date: 7/8/2024
Last trading day: 9/17/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 10.34
Leverage: Yes

Calculated values

Fair value: 1.78
Intrinsic value: 0.48
Implied volatility: 0.48
Historic volatility: 0.39
Parity: 0.48
Time value: 1.64
Break-even: 23.57
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.47
Spread abs.: 0.11
Spread %: 5.47%
Delta: 0.60
Theta: -0.01
Omega: 6.17
Rho: 0.02
 

Quote data

Open: 2.13
High: 2.36
Low: 2.13
Previous Close: 2.04
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
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1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -