UniCredit Call 340 MCD 15.01.2025/  DE000HD8N9L8  /

EUWAX
11/14/2024  8:47:19 AM Chg.-0.022 Bid11:56:27 AM Ask11:56:27 AM Underlying Strike price Expiration date Option type
0.041EUR -34.92% 0.055
Bid Size: 10,000
-
Ask Size: -
McDonalds Corp 340.00 USD 1/15/2025 Call
 

Master data

WKN: HD8N9L
Issuer: UniCredit
Currency: EUR
Underlying: McDonalds Corp
Type: Warrant
Option type: Call
Strike price: 340.00 USD
Maturity: 1/15/2025
Issue date: 9/12/2024
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 446.71
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.16
Parity: -4.04
Time value: 0.06
Break-even: 322.42
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 1.23
Spread abs.: -0.01
Spread %: -14.86%
Delta: 0.06
Theta: -0.03
Omega: 28.71
Rho: 0.03
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.063
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.88%
1 Month
  -84.81%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.088 0.063
1M High / 1M Low: 0.380 0.059
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   343.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -