UniCredit Call 400 AEC1 17.06.202.../  DE000HD6SSP6  /

EUWAX
2024-08-08  8:06:59 PM Chg.+0.060 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.510EUR +13.33% -
Bid Size: -
-
Ask Size: -
AMER. EXPRESS DL... 400.00 - 2026-06-17 Call
 

Master data

WKN: HD6SSP
Issuer: UniCredit
Currency: EUR
Underlying: AMER. EXPRESS DL -,20
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2026-06-17
Issue date: 2024-07-01
Last trading day: 2026-06-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.55
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: -19.06
Time value: 0.47
Break-even: 404.70
Moneyness: 0.52
Premium: 0.93
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 6.82%
Delta: 0.13
Theta: -0.02
Omega: 5.60
Rho: 0.40
 

Quote data

Open: 0.340
High: 0.510
Low: 0.340
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.14%
1 Month
  -13.56%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.440
1M High / 1M Low: 0.810 0.440
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.514
Avg. volume 1W:   0.000
Avg. price 1M:   0.660
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -