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: |
|
- |