UniCredit Call 20 VBK 18.12.2024/  DE000HD21HW9  /

EUWAX
02/10/2024  20:27:06 Chg.-0.150 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.670EUR -18.29% -
Bid Size: -
-
Ask Size: -
VERBIO SE INH O.N. 20.00 - 18/12/2024 Call
 

Master data

WKN: HD21HW
Issuer: UniCredit
Currency: EUR
Underlying: VERBIO SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 18/12/2024
Issue date: 23/01/2024
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.50
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.57
Parity: -1.68
Time value: 1.11
Break-even: 21.11
Moneyness: 0.92
Premium: 0.15
Premium p.a.: 0.96
Spread abs.: 0.37
Spread %: 50.00%
Delta: 0.41
Theta: -0.01
Omega: 6.76
Rho: 0.01
 

Quote data

Open: 0.600
High: 0.780
Low: 0.600
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+71.79%
1 Month
  -21.18%
3 Months
  -61.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.260 0.390
1M High / 1M Low: 1.260 0.020
6M High / 6M Low: 5.380 0.020
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.914
Avg. volume 1W:   0.000
Avg. price 1M:   0.499
Avg. volume 1M:   0.000
Avg. price 6M:   2.375
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,840.03%
Volatility 6M:   780.26%
Volatility 1Y:   -
Volatility 3Y:   -