UniCredit Call 10.5 FTE 18.12.2024
/ DE000HC96D43
UniCredit Call 10.5 FTE 18.12.202.../ DE000HC96D43 /
| 28/08/2024 19:37:28 |
Chg.+0.020 |
Bid21:59:01 |
Ask21:59:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+6.25% |
0.310
Bid Size: 10,000 |
0.390
Ask Size: 10,000 |
ORANGE INH. ... |
10.50 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC96D4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 - |
| Maturity: |
18/12/2024 |
| Issue date: |
11/09/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.14 |
| Parity: |
-0.12 |
| Time value: |
0.35 |
| Break-even: |
10.85 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
6.06% |
| Delta: |
0.51 |
| Theta: |
0.00 |
| Omega: |
15.26 |
| Rho: |
0.02 |
Quote data
| Open: |
0.340 |
| High: |
0.350 |
| Low: |
0.320 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.67% |
| 1 Month |
|
|
-2.86% |
| 3 Months |
|
|
-20.93% |
| YTD |
|
|
-45.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.240 |
| 1M High / 1M Low: |
0.360 |
0.240 |
| 6M High / 6M Low: |
0.830 |
0.100 |
| High (YTD): |
23/01/2024 |
1.200 |
| Low (YTD): |
14/06/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.411 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.53% |
| Volatility 6M: |
|
195.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
