UniCredit Call 102 SQU 18.09.2024
/ DE000HD70AS9
UniCredit Call 102 SQU 18.09.2024/ DE000HD70AS9 /
| 15/08/2024 10:46:32 |
Chg.-0.020 |
Bid11:05:01 |
Ask11:05:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-5.00% |
0.370
Bid Size: 100,000 |
0.380
Ask Size: 100,000 |
VINCI S.A. INH. EO... |
102.00 EUR |
18/09/2024 |
Call |
Master data
| WKN: |
HD70AS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.00 EUR |
| Maturity: |
18/09/2024 |
| Issue date: |
08/07/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
0.15 |
| Time value: |
0.26 |
| Break-even: |
106.10 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.03 |
| Spread %: |
7.89% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
15.36 |
| Rho: |
0.05 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.32% |
| 1 Month |
|
|
-39.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.340 |
| 1M High / 1M Low: |
0.790 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
