UniCredit Call 44 G1A 18.12.2024/  DE000HD664M7  /

EUWAX
11/6/2024  9:27:16 PM Chg.-0.080 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.200EUR -28.57% -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 44.00 - 12/18/2024 Call
 

Master data

WKN: HD664M
Issuer: UniCredit
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 12/18/2024
Issue date: 6/6/2024
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.09
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.20
Implied volatility: 0.43
Historic volatility: 0.19
Parity: 0.20
Time value: 0.18
Break-even: 47.80
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.41
Spread abs.: 0.11
Spread %: 40.74%
Delta: 0.65
Theta: -0.03
Omega: 7.91
Rho: 0.03
 

Quote data

Open: 0.280
High: 0.280
Low: 0.180
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -25.93%
3 Months  
+143.90%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.200
1M High / 1M Low: 0.430 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.317
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -