UniCredit Call 230 FOO 17.07.2024/  DE000HD63UC6  /

EUWAX
2024-07-09  8:09:00 PM Chg.-0.59 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
2.02EUR -22.61% -
Bid Size: -
-
Ask Size: -
SALESFORCE INC. DL... 230.00 - 2024-07-17 Call
 

Master data

WKN: HD63UC
Issuer: UniCredit
Currency: EUR
Underlying: SALESFORCE INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2024-07-17
Issue date: 2024-06-04
Last trading day: 2024-07-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.14
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.76
Implied volatility: 1.59
Historic volatility: 0.31
Parity: 0.76
Time value: 1.84
Break-even: 256.00
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 28.88
Spread abs.: 0.08
Spread %: 3.17%
Delta: 0.60
Theta: -1.36
Omega: 5.51
Rho: 0.03
 

Quote data

Open: 2.48
High: 2.58
Low: 2.02
Previous Close: 2.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.12%
1 Month  
+42.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.11 2.02
1M High / 1M Low: 3.11 0.66
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.68
Avg. volume 1W:   0.00
Avg. price 1M:   1.63
Avg. volume 1M:   545.45
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   570.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -