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: |
|
- |