UniCredit Call 240 IDP 18.09.2024/  DE000HD4WFH7  /

EUWAX
05/07/2024  21:03:34 Chg.+0.020 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.860EUR +2.38% -
Bid Size: -
-
Ask Size: -
BIOGEN INC. DL -,000... 240.00 - 18/09/2024 Call
 

Master data

WKN: HD4WFH
Issuer: UniCredit
Currency: EUR
Underlying: BIOGEN INC. DL -,0005
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 18/09/2024
Issue date: 22/04/2024
Last trading day: 17/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.93
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.22
Parity: -3.18
Time value: 0.87
Break-even: 248.70
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 1.40
Spread abs.: 0.01
Spread %: 1.16%
Delta: 0.32
Theta: -0.12
Omega: 7.59
Rho: 0.12
 

Quote data

Open: 0.810
High: 0.880
Low: 0.810
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.50%
1 Month
  -38.57%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.800
1M High / 1M Low: 1.400 0.760
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.908
Avg. volume 1W:   0.000
Avg. price 1M:   1.013
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -