UniCredit Call 51 MO 15.01.2025/  DE000HD8VRY0  /

EUWAX
2024-10-11  8:49:40 PM Chg.0.000 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% -
Bid Size: -
-
Ask Size: -
Altria Group Inc 51.00 USD 2025-01-15 Call
 

Master data

WKN: HD8VRY
Issuer: UniCredit
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 51.00 USD
Maturity: 2025-01-15
Issue date: 2024-09-23
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.39
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.17
Parity: -0.11
Time value: 0.15
Break-even: 48.14
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.46
Theta: -0.01
Omega: 14.01
Rho: 0.05
 

Quote data

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

Performance

1 Week
  -13.33%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -