UniCredit Call 58 AZ2 18.12.2024/  DE000HD4VSR1  /

Frankfurt Zert./HVB
2024-07-26  3:47:49 PM Chg.-0.070 Bid4:16:58 PM Ask4:16:58 PM Underlying Strike price Expiration date Option type
0.310EUR -18.42% 0.330
Bid Size: 100,000
0.340
Ask Size: 100,000
ANDRITZ AG 58.00 - 2024-12-18 Call
 

Master data

WKN: HD4VSR
Issuer: UniCredit
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 58.00 -
Maturity: 2024-12-18
Issue date: 2024-04-22
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.31
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -0.08
Time value: 0.43
Break-even: 62.30
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.24
Spread abs.: 0.10
Spread %: 30.30%
Delta: 0.54
Theta: -0.02
Omega: 7.19
Rho: 0.11
 

Quote data

Open: 0.340
High: 0.350
Low: 0.310
Previous Close: 0.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month
  -29.55%
3 Months  
+47.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.280
1M High / 1M Low: 0.480 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.378
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -