UniCredit Call 550 ZFSVF 19.03.20.../  DE000HD43MN2  /

EUWAX
15/08/2024  09:22:34 Chg.+0.010 Bid13:33:39 Ask13:33:39 Underlying Strike price Expiration date Option type
0.370EUR +2.78% 0.370
Bid Size: 25,000
0.390
Ask Size: 25,000
Zurich Insurance Gro... 550.00 - 19/03/2025 Call
 

Master data

WKN: HD43MN
Issuer: UniCredit
Currency: EUR
Underlying: Zurich Insurance Group Ltd
Type: Warrant
Option type: Call
Strike price: 550.00 -
Maturity: 19/03/2025
Issue date: 25/03/2024
Last trading day: 18/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 109.96
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.15
Parity: -5.52
Time value: 0.45
Break-even: 554.50
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.21
Spread abs.: 0.10
Spread %: 28.57%
Delta: 0.19
Theta: -0.04
Omega: 20.82
Rho: 0.53
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.82%
1 Month
  -21.28%
3 Months  
+8.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.280
1M High / 1M Low: 0.580 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.402
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   300.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -