UniCredit Call 450 AEC1 17.12.202.../  DE000HD542A0  /

EUWAX
1/24/2025  9:01:48 PM Chg.-0.130 Bid9:14:49 PM Ask9:14:49 PM Underlying Strike price Expiration date Option type
0.440EUR -22.81% 0.450
Bid Size: 20,000
0.460
Ask Size: 20,000
AMER. EXPRESS DL... 450.00 - 12/17/2025 Call
 

Master data

WKN: HD542A
Issuer: UniCredit
Currency: EUR
Underlying: AMER. EXPRESS DL -,20
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 12/17/2025
Issue date: 4/29/2024
Last trading day: 12/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.03
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -13.71
Time value: 0.59
Break-even: 455.90
Moneyness: 0.70
Premium: 0.46
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.15
Theta: -0.03
Omega: 7.74
Rho: 0.36
 

Quote data

Open: 0.570
High: 0.610
Low: 0.380
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.22%
1 Month  
+7.32%
3 Months  
+76.00%
YTD  
+15.79%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.450
1M High / 1M Low: 0.570 0.350
6M High / 6M Low: 0.570 0.001
High (YTD): 1/23/2025 0.570
Low (YTD): 1/10/2025 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.512
Avg. volume 1W:   0.000
Avg. price 1M:   0.436
Avg. volume 1M:   0.000
Avg. price 6M:   0.308
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.06%
Volatility 6M:   13,916.51%
Volatility 1Y:   -
Volatility 3Y:   -