UniCredit Call 56 MO 18.12.2024/  DE000HD82ZF8  /

EUWAX
19/11/2024  20:49:17 Chg.-0.010 Bid21:08:15 Ask21:08:15 Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.110
Bid Size: 80,000
0.120
Ask Size: 80,000
Altria Group Inc 56.00 USD 18/12/2024 Call
 

Master data

WKN: HD82ZF
Issuer: UniCredit
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 56.00 USD
Maturity: 18/12/2024
Issue date: 20/08/2024
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.98
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.03
Implied volatility: 0.20
Historic volatility: 0.18
Parity: 0.03
Time value: 0.11
Break-even: 54.26
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.57
Theta: -0.02
Omega: 21.74
Rho: 0.02
 

Quote data

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

Performance

1 Week  
+126.42%
1 Month  
+700.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.053
1M High / 1M Low: 0.130 0.011
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,286.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -