UniCredit Call 80 NDA 19.03.2025/  DE000HD401Q5  /

EUWAX
12/11/2024  20:48:51 Chg.-0.320 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.620EUR -34.04% -
Bid Size: -
-
Ask Size: -
AURUBIS AG 80.00 - 19/03/2025 Call
 

Master data

WKN: HD401Q
Issuer: UniCredit
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 19/03/2025
Issue date: 21/03/2024
Last trading day: 18/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.43
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.18
Implied volatility: 0.44
Historic volatility: 0.35
Parity: 0.18
Time value: 0.79
Break-even: 89.70
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.30
Spread abs.: 0.05
Spread %: 5.43%
Delta: 0.60
Theta: -0.04
Omega: 5.07
Rho: 0.14
 

Quote data

Open: 0.680
High: 0.680
Low: 0.610
Previous Close: 0.940
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.59%
1 Month  
+342.86%
3 Months  
+210.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.620
1M High / 1M Low: 0.950 0.110
6M High / 6M Low: 1.030 0.110
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.785
Avg. volume 1W:   0.000
Avg. price 1M:   0.387
Avg. volume 1M:   0.000
Avg. price 6M:   0.458
Avg. volume 6M:   91.603
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   333.35%
Volatility 6M:   250.51%
Volatility 1Y:   -
Volatility 3Y:   -