UniCredit Call 190 SEJ1 18.09.202.../  DE000HD0H4T8  /

EUWAX
2024-08-01  9:03:45 AM Chg.-0.15 Bid11:43:54 AM Ask11:43:54 AM Underlying Strike price Expiration date Option type
1.51EUR -9.04% 1.18
Bid Size: 35,000
1.19
Ask Size: 35,000
SAFRAN INH. EO... 190.00 - 2024-09-18 Call
 

Master data

WKN: HD0H4T
Issuer: UniCredit
Currency: EUR
Underlying: SAFRAN INH. EO -,20
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 2024-09-18
Issue date: 2023-11-06
Last trading day: 2024-09-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.16
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 1.31
Implied volatility: 0.27
Historic volatility: 0.18
Parity: 1.31
Time value: 0.36
Break-even: 206.70
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.06
Spread %: 3.73%
Delta: 0.78
Theta: -0.08
Omega: 9.47
Rho: 0.19
 

Quote data

Open: 1.51
High: 1.51
Low: 1.51
Previous Close: 1.66
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.34%
1 Month
  -14.69%
3 Months
  -27.05%
YTD  
+202.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.96 1.49
1M High / 1M Low: 2.00 1.30
6M High / 6M Low: 3.14 0.75
High (YTD): 2024-05-27 3.14
Low (YTD): 2024-01-05 0.46
52W High: - -
52W Low: - -
Avg. price 1W:   1.69
Avg. volume 1W:   0.00
Avg. price 1M:   1.72
Avg. volume 1M:   0.00
Avg. price 6M:   2.01
Avg. volume 6M:   39.37
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.06%
Volatility 6M:   148.90%
Volatility 1Y:   -
Volatility 3Y:   -