UniCredit Call 170 1YD 15.01.2025/  DE000HD62MB7  /

EUWAX
12/17/2024  8:43:25 AM Chg.- Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
7.54EUR - -
Bid Size: -
-
Ask Size: -
BROADCOM INC. DL... 170.00 - 1/15/2025 Call
 

Master data

WKN: HD62MB
Issuer: UniCredit
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 1/15/2025
Issue date: 6/3/2024
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.32
Leverage: Yes

Calculated values

Fair value: 5.28
Intrinsic value: 5.27
Implied volatility: 3.82
Historic volatility: 0.51
Parity: 5.27
Time value: 1.44
Break-even: 237.10
Moneyness: 1.31
Premium: 0.06
Premium p.a.: 95.81
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.80
Theta: -2.82
Omega: 2.64
Rho: 0.02
 

Quote data

Open: 7.54
High: 7.54
Low: 7.54
Previous Close: 7.72
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+639.22%
3 Months  
+216.81%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 7.72 1.02
6M High / 6M Low: 7.72 0.44
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   4.19
Avg. volume 1M:   0.00
Avg. price 6M:   1.52
Avg. volume 6M:   217.39
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,633.05%
Volatility 6M:   464.54%
Volatility 1Y:   -
Volatility 3Y:   -