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UniCredit Call 20 DUE 18.12.2024/  DE000HD04MN4  /

Frankfurt Zert./HVB
11/6/2024  7:25:58 PM Chg.+0.120 Bid9:59:30 PM Ask9:59:30 PM Underlying Strike price Expiration date Option type
1.670EUR +7.74% 1.680
Bid Size: 2,000		 1.840
Ask Size: 2,000		 DUERR AG O.N. 20.00 - 12/18/2024 Call
 

Master data

WKN: HD04MN
Issuer: UniCredit
Currency: EUR
Underlying: DUERR AG O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 12/18/2024
Issue date: 10/24/2023
Last trading day: 12/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.36
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.14
Implied volatility: 0.49
Historic volatility: 0.29
Parity: 1.14
Time value: 0.90
Break-even: 22.04
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.44
Spread abs.: 0.63
Spread %: 44.68%
Delta: 0.67
Theta: -0.02
Omega: 6.95
Rho: 0.01
 

Quote data

Open: 1.700
High: 1.830
Low: 1.520
Previous Close: 1.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.18%
1 Month
  -46.47%
3 Months  
+39.17%
YTD
  -52.56%
1 Year
  -44.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.890 1.550
1M High / 1M Low: 3.550 1.540
6M High / 6M Low: 5.970 0.450
High (YTD): 5/14/2024 5.970
Low (YTD): 9/10/2024 0.450
52W High: 5/14/2024 5.970
52W Low: 9/10/2024 0.450
Avg. price 1W:   1.744
Avg. volume 1W:   0.000
Avg. price 1M:   2.086
Avg. volume 1M:   0.000
Avg. price 6M:   2.480
Avg. volume 6M:   0.000
Avg. price 1Y:   2.778
Avg. volume 1Y:   0.000
Volatility 1M:   145.44%
Volatility 6M:   243.60%
Volatility 1Y:   189.01%
Volatility 3Y:   -