UniCredit Call 26 VBK 18.12.2024/  DE000HD87D50  /

EUWAX
8/23/2024  8:05:55 PM Chg.+0.160 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.320EUR +100.00% -
Bid Size: -
-
Ask Size: -
VERBIO SE INH O.N. 26.00 EUR 12/18/2024 Call
 

Master data

WKN: HD87D5
Issuer: UniCredit
Currency: EUR
Underlying: VERBIO SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 12/18/2024
Issue date: 8/22/2024
Last trading day: 12/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 32.93
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.55
Parity: -7.56
Time value: 0.56
Break-even: 26.56
Moneyness: 0.71
Premium: 0.44
Premium p.a.: 2.15
Spread abs.: 0.32
Spread %: 133.33%
Delta: 0.19
Theta: -0.01
Omega: 6.42
Rho: 0.01
 

Quote data

Open: 0.310
High: 0.330
Low: 0.310
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -