UniCredit Call 10.5 FTE 17.09.202.../  DE000HD8Z389  /

EUWAX
1/24/2025  8:24:54 PM Chg.-0.020 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.330EUR -5.71% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 10.50 EUR 9/17/2025 Call
 

Master data

WKN: HD8Z38
Issuer: UniCredit
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.50 EUR
Maturity: 9/17/2025
Issue date: 9/25/2024
Last trading day: 9/16/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 26.72
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.15
Parity: -0.35
Time value: 0.38
Break-even: 10.88
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.06
Spread %: 18.75%
Delta: 0.47
Theta: 0.00
Omega: 12.46
Rho: 0.03
 

Quote data

Open: 0.390
High: 0.390
Low: 0.330
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month  
+106.25%
3 Months     0.00%
YTD  
+83.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.430 0.330
1M High / 1M Low: 0.430 0.160
6M High / 6M Low: - -
High (YTD): 1/21/2025 0.430
Low (YTD): 1/6/2025 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.262
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -