UniCredit Call 10.2 FTE 18.09.2024
/ DE000HD5SEA0
UniCredit Call 10.2 FTE 18.09.202.../ DE000HD5SEA0 /
30/08/2024 13:07:25 |
Chg.-0.040 |
Bid13:31:19 |
Ask13:31:19 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-13.79% |
0.250 Bid Size: 45,000 |
0.260 Ask Size: 45,000 |
ORANGE INH. ... |
10.20 - |
18/09/2024 |
Call |
Master data
WKN: |
HD5SEA |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ORANGE INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.20 - |
Maturity: |
18/09/2024 |
Issue date: |
22/05/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
33.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.20 |
Implied volatility: |
0.20 |
Historic volatility: |
0.14 |
Parity: |
0.20 |
Time value: |
0.12 |
Break-even: |
10.51 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.02 |
Spread %: |
6.90% |
Delta: |
0.69 |
Theta: |
-0.01 |
Omega: |
23.04 |
Rho: |
0.00 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.250 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+19.05% |
1 Month |
|
|
-16.67% |
3 Months |
|
|
-50.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.210 |
1M High / 1M Low: |
0.320 |
0.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.268 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.252 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
273.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |