UniCredit Call 10 FTE 16.10.2024
/ DE000HD79WG9
UniCredit Call 10 FTE 16.10.2024/ DE000HD79WG9 /
| 30/08/2024 19:25:10 |
Chg.-0.090 |
Bid21:59:39 |
Ask21:59:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-16.67% |
0.480
Bid Size: 8,000 |
0.500
Ask Size: 8,000 |
ORANGE INH. ... |
10.00 EUR |
16/10/2024 |
Call |
Master data
| WKN: |
HD79WG |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 EUR |
| Maturity: |
16/10/2024 |
| Issue date: |
24/07/2024 |
| Last trading day: |
15/10/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
0.40 |
| Time value: |
0.16 |
| Break-even: |
10.55 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
14.17 |
| Rho: |
0.01 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.440 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.65% |
| 1 Month |
|
|
-8.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.430 |
| 1M High / 1M Low: |
0.560 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.465 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
