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UniCredit Call 69.2678 OEWA 18.12.../  DE000HC82JD9  /

EUWAX
2024-11-06  4:22:00 PM Chg.-0.270 Bid5:36:19 PM Ask5:36:19 PM Underlying Strike price Expiration date Option type
0.450EUR -37.50% 0.480
Bid Size: 15,000		 0.510
Ask Size: 15,000		 VERBUND AG INH... 69.2678 - 2024-12-18 Call
 

Master data

WKN: HC82JD
Issuer: UniCredit
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 69.27 -
Maturity: 2024-12-18
Issue date: 2023-07-17
Last trading day: 2024-12-17
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: 8.17
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.68
Implied volatility: 0.52
Historic volatility: 0.26
Parity: 0.68
Time value: 0.26
Break-even: 78.57
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.33
Spread abs.: 0.28
Spread %: 42.42%
Delta: 0.74
Theta: -0.06
Omega: 6.03
Rho: 0.05
 

Quote data

Open: 0.570
High: 0.570
Low: 0.450
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -35.71%
3 Months
  -43.75%
YTD
  -75.81%
1 Year
  -77.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.720
1M High / 1M Low: 1.020 0.610
6M High / 6M Low: 1.260 0.560
High (YTD): 2024-01-10 2.050
Low (YTD): 2024-04-04 0.410
52W High: 2023-12-05 2.210
52W Low: 2024-04-04 0.410
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.796
Avg. volume 1M:   0.000
Avg. price 6M:   0.951
Avg. volume 6M:   0.000
Avg. price 1Y:   1.057
Avg. volume 1Y:   0.000
Volatility 1M:   152.54%
Volatility 6M:   129.78%
Volatility 1Y:   130.09%
Volatility 3Y:   -