UniCredit Call 7.5 Davide Campari.../  DE000HD8T1N5  /

EUWAX
03/10/2024  09:23:08 Chg.-0.020 Bid10:59:19 Ask10:59:19 Underlying Strike price Expiration date Option type
0.470EUR -4.08% 0.420
Bid Size: 25,000
0.430
Ask Size: 25,000
- 7.50 EUR 18/12/2024 Call
 

Master data

WKN: HD8T1N
Issuer: UniCredit
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7.50 EUR
Maturity: 18/12/2024
Issue date: 18/09/2024
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.84
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.29
Parity: -0.02
Time value: 0.54
Break-even: 8.04
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.42
Spread abs.: 0.06
Spread %: 12.50%
Delta: 0.54
Theta: 0.00
Omega: 7.53
Rho: 0.01
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.84%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.490
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.524
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:   -