UniCredit Call 110 NEM 19.03.2025/  DE000HD4PP79  /

EUWAX
24/01/2025  20:57:33 Chg.+0.050 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.820EUR +6.49% -
Bid Size: -
-
Ask Size: -
NEMETSCHEK SE O.N. 110.00 - 19/03/2025 Call
 

Master data

WKN: HD4PP7
Issuer: UniCredit
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 19/03/2025
Issue date: 16/04/2024
Last trading day: 18/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.74
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.34
Implied volatility: 0.40
Historic volatility: 0.30
Parity: 0.34
Time value: 0.55
Break-even: 118.90
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.39
Spread abs.: 0.09
Spread %: 11.25%
Delta: 0.62
Theta: -0.07
Omega: 7.88
Rho: 0.09
 

Quote data

Open: 0.790
High: 0.840
Low: 0.790
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+412.50%
1 Month  
+530.77%
3 Months  
+86.36%
YTD  
+530.77%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.820 0.190
1M High / 1M Low: 0.820 0.090
6M High / 6M Low: 0.820 0.090
High (YTD): 24/01/2025 0.820
Low (YTD): 14/01/2025 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   0.265
Avg. volume 1M:   0.000
Avg. price 6M:   0.293
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   816.77%
Volatility 6M:   397.44%
Volatility 1Y:   -
Volatility 3Y:   -