UniCredit Call 410 HD 18.12.2024/  DE000HD8E2S9  /

EUWAX
11/6/2024  7:52:35 PM Chg.-0.45 Bid8:27:05 PM Ask8:27:05 PM Underlying Strike price Expiration date Option type
0.64EUR -41.28% 0.68
Bid Size: 15,000
0.70
Ask Size: 15,000
Home Depot Inc 410.00 USD 12/18/2024 Call
 

Master data

WKN: HD8E2S
Issuer: UniCredit
Currency: EUR
Underlying: Home Depot Inc
Type: Warrant
Option type: Call
Strike price: 410.00 USD
Maturity: 12/18/2024
Issue date: 9/2/2024
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.24
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -0.91
Time value: 1.21
Break-even: 387.08
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.63
Spread abs.: 0.07
Spread %: 6.14%
Delta: 0.44
Theta: -0.20
Omega: 13.40
Rho: 0.17
 

Quote data

Open: 1.28
High: 1.28
Low: 0.55
Previous Close: 1.09
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.58%
1 Month
  -60.74%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.09 0.86
1M High / 1M Low: 2.06 0.86
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.95
Avg. volume 1W:   0.00
Avg. price 1M:   1.43
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -