UniCredit Call 32 G1A 18.12.2024/  DE000HD00YR8  /

EUWAX
07/08/2024  20:11:36 Chg.+0.090 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.780EUR +13.04% -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 32.00 - 18/12/2024 Call
 

Master data

WKN: HD00YR
Issuer: UniCredit
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 18/12/2024
Issue date: 19/10/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.26
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.64
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 0.64
Time value: 0.09
Break-even: 39.30
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 7.35%
Delta: 0.88
Theta: -0.01
Omega: 4.61
Rho: 0.10
 

Quote data

Open: 0.820
High: 0.830
Low: 0.780
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.13%
1 Month
  -9.30%
3 Months  
+14.71%
YTD  
+9.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.690
1M High / 1M Low: 0.930 0.690
6M High / 6M Low: 0.930 0.570
High (YTD): 31/07/2024 0.930
Low (YTD): 22/01/2024 0.540
52W High: - -
52W Low: - -
Avg. price 1W:   0.782
Avg. volume 1W:   0.000
Avg. price 1M:   0.844
Avg. volume 1M:   0.000
Avg. price 6M:   0.733
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.25%
Volatility 6M:   82.42%
Volatility 1Y:   -
Volatility 3Y:   -