UniCredit Call 9.5 FTE 19.03.2025/  DE000HD69746  /

EUWAX
11/6/2024  8:18:09 PM Chg.-0.100 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.600EUR -14.29% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 9.50 - 3/19/2025 Call
 

Master data

WKN: HD6974
Issuer: UniCredit
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 9.50 -
Maturity: 3/19/2025
Issue date: 6/12/2024
Last trading day: 3/18/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.24
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.57
Implied volatility: 0.14
Historic volatility: 0.15
Parity: 0.57
Time value: 0.20
Break-even: 10.26
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.07
Spread %: 10.14%
Delta: 0.81
Theta: 0.00
Omega: 10.77
Rho: 0.03
 

Quote data

Open: 0.660
High: 0.660
Low: 0.540
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month     0.00%
3 Months
  -39.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.640
1M High / 1M Low: 0.910 0.640
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   0.764
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -