UniCredit Call 78 G24 19.03.2025/  DE000HD8H5N0  /

EUWAX
2024-12-20  8:43:26 PM Chg.+0.070 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.840EUR +9.09% -
Bid Size: -
-
Ask Size: -
SCOUT24 SE NA O.N. 78.00 EUR 2025-03-19 Call
 

Master data

WKN: HD8H5N
Issuer: UniCredit
Currency: EUR
Underlying: SCOUT24 SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 78.00 EUR
Maturity: 2025-03-19
Issue date: 2024-09-05
Last trading day: 2025-03-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.61
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.66
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 0.66
Time value: 0.23
Break-even: 86.80
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.07
Spread %: 8.64%
Delta: 0.76
Theta: -0.02
Omega: 7.32
Rho: 0.13
 

Quote data

Open: 0.770
High: 0.840
Low: 0.760
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -6.67%
3 Months  
+90.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.770
1M High / 1M Low: 1.310 0.770
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.912
Avg. volume 1W:   0.000
Avg. price 1M:   1.020
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -