UniCredit Call 44 BAC 15.01.2025/  DE000HD8VQN5  /

EUWAX
12/20/2024  8:43:54 PM Chg.+0.030 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.160EUR +23.08% -
Bid Size: -
-
Ask Size: -
Bank of America Corp... 44.00 USD 1/15/2025 Call
 

Master data

WKN: HD8VQN
Issuer: UniCredit
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Call
Strike price: 44.00 USD
Maturity: 1/15/2025
Issue date: 9/23/2024
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.47
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.02
Implied volatility: 0.33
Historic volatility: 0.21
Parity: 0.02
Time value: 0.14
Break-even: 43.79
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.54
Theta: -0.03
Omega: 14.39
Rho: 0.01
 

Quote data

Open: 0.120
High: 0.160
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -54.29%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.130
1M High / 1M Low: 0.430 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -