UniCredit Call 20 VBK 18.09.2024/  DE000HD1YHU8  /

EUWAX
8/23/2024  8:35:00 PM Chg.+0.250 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.310EUR +416.67% -
Bid Size: -
-
Ask Size: -
VERBIO SE INH O.N. 20.00 - 9/18/2024 Call
 

Master data

WKN: HD1YHU
Issuer: UniCredit
Currency: EUR
Underlying: VERBIO SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 9/18/2024
Issue date: 1/18/2024
Last trading day: 9/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 35.46
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.55
Parity: -1.56
Time value: 0.52
Break-even: 20.52
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 3.76
Spread abs.: 0.32
Spread %: 160.00%
Delta: 0.32
Theta: -0.02
Omega: 11.37
Rho: 0.00
 

Quote data

Open: 0.270
High: 0.380
Low: 0.270
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+106.67%
1 Month
  -52.31%
3 Months
  -86.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.060
1M High / 1M Low: 0.840 0.010
6M High / 6M Low: 4.360 0.010
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   1.999
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,848.73%
Volatility 6M:   1,207.63%
Volatility 1Y:   -
Volatility 3Y:   -