UniCredit Call 540 MSF 19.03.2025/  DE000HD6HA66  /

EUWAX
2024-07-25  12:52:46 PM Chg.-0.040 Bid2:08:12 PM Ask2:08:12 PM Underlying Strike price Expiration date Option type
0.660EUR -5.71% 0.660
Bid Size: 12,000
0.680
Ask Size: 12,000
MICROSOFT DL-,000... 540.00 - 2025-03-19 Call
 

Master data

WKN: HD6HA6
Issuer: UniCredit
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 540.00 -
Maturity: 2025-03-19
Issue date: 2024-06-21
Last trading day: 2025-03-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 55.74
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -14.43
Time value: 0.71
Break-even: 547.10
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 0.65
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.15
Theta: -0.05
Omega: 8.54
Rho: 0.35
 

Quote data

Open: 0.670
High: 0.670
Low: 0.660
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.26%
1 Month
  -45.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.700
1M High / 1M Low: 1.570 0.700
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.858
Avg. volume 1W:   0.000
Avg. price 1M:   1.199
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -