UniCredit Call 7.5 Davide Campari.../  DE000HD8T1P0  /

Frankfurt Zert./HVB
10/3/2024  10:56:16 AM Chg.-0.070 Bid11:19:20 AM Ask11:19:20 AM Underlying Strike price Expiration date Option type
0.760EUR -8.43% 0.760
Bid Size: 25,000
0.770
Ask Size: 25,000
- 7.50 EUR 6/18/2025 Call
 

Master data

WKN: HD8T1P
Issuer: UniCredit
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7.50 EUR
Maturity: 6/18/2025
Issue date: 9/18/2024
Last trading day: 6/17/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.59
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.29
Parity: -0.02
Time value: 0.87
Break-even: 8.37
Moneyness: 1.00
Premium: 0.12
Premium p.a.: 0.17
Spread abs.: 0.06
Spread %: 7.41%
Delta: 0.58
Theta: 0.00
Omega: 5.01
Rho: 0.02
 

Quote data

Open: 0.800
High: 0.800
Low: 0.750
Previous Close: 0.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.43%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.830
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.856
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -