UniCredit Call 32 EN 18.09.2024/  DE000HD031N7  /

EUWAX
7/25/2024  4:58:00 PM Chg.+0.03 Bid5:11:33 PM Ask5:11:33 PM Underlying Strike price Expiration date Option type
1.43EUR +2.14% 1.46
Bid Size: 10,000
1.48
Ask Size: 10,000
Bouygues 32.00 - 9/18/2024 Call
 

Master data

WKN: HD031N
Issuer: UniCredit
Currency: EUR
Underlying: Bouygues
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 9/18/2024
Issue date: 10/23/2023
Last trading day: 9/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 22.14
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.10
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.10
Time value: 1.35
Break-even: 33.45
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.31
Spread abs.: 0.10
Spread %: 7.41%
Delta: 0.55
Theta: -0.01
Omega: 12.26
Rho: 0.02
 

Quote data

Open: 1.31
High: 1.43
Low: 1.31
Previous Close: 1.40
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.37%
1 Month
  -0.69%
3 Months
  -63.89%
YTD
  -61.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.95 1.40
1M High / 1M Low: 1.95 0.78
6M High / 6M Low: 6.17 0.78
High (YTD): 3/20/2024 6.17
Low (YTD): 6/28/2024 0.78
52W High: - -
52W Low: - -
Avg. price 1W:   1.66
Avg. volume 1W:   0.00
Avg. price 1M:   1.34
Avg. volume 1M:   0.00
Avg. price 6M:   3.64
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   238.39%
Volatility 6M:   174.95%
Volatility 1Y:   -
Volatility 3Y:   -