UniCredit Call 62 C 18.12.2024/  DE000HD838E4  /

EUWAX
2024-11-06  9:28:20 PM Chg.+0.400 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.750EUR +114.29% -
Bid Size: -
-
Ask Size: -
Citigroup Inc 62.00 USD 2024-12-18 Call
 

Master data

WKN: HD838E
Issuer: UniCredit
Currency: EUR
Underlying: Citigroup Inc
Type: Warrant
Option type: Call
Strike price: 62.00 USD
Maturity: 2024-12-18
Issue date: 2024-08-20
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.74
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.15
Implied volatility: 0.35
Historic volatility: 0.23
Parity: 0.15
Time value: 0.22
Break-even: 60.40
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.62
Theta: -0.03
Omega: 9.79
Rho: 0.04
 

Quote data

Open: 0.540
High: 0.770
Low: 0.540
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+87.50%
1 Month  
+120.59%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.300
1M High / 1M Low: 0.530 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.363
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   335.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -