UniCredit Call 3.8 NOA3 18.12.202.../  DE000HD6J7Z0  /

EUWAX
10/21/2024  10:24:12 AM Chg.- Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.560EUR - -
Bid Size: -
-
Ask Size: -
NOKIA OYJ EO-,06 3.80 - 12/18/2024 Call
 

Master data

WKN: HD6J7Z
Issuer: UniCredit
Currency: EUR
Underlying: NOKIA OYJ EO-,06
Type: Warrant
Option type: Call
Strike price: 3.80 -
Maturity: 12/18/2024
Issue date: 6/24/2024
Last trading day: 10/21/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.01
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.48
Implied volatility: 0.60
Historic volatility: 0.28
Parity: 0.48
Time value: 0.13
Break-even: 4.41
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 3.39%
Delta: 0.77
Theta: 0.00
Omega: 5.40
Rho: 0.00
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.540
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+80.65%
3 Months  
+250.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.560 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.405
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   772.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -