UniCredit Call 105 SQU 18.09.2024
/ DE000HD6BZH4
UniCredit Call 105 SQU 18.09.2024/ DE000HD6BZH4 /
| 15/08/2024 09:50:20 |
Chg.-0.020 |
Bid12:25:51 |
Ask12:25:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-8.70% |
0.200
Bid Size: 150,000 |
0.210
Ask Size: 150,000 |
VINCI S.A. INH. EO... |
105.00 EUR |
18/09/2024 |
Call |
Master data
| WKN: |
HD6BZH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
18/09/2024 |
| Issue date: |
18/06/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
41.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-0.15 |
| Time value: |
0.25 |
| Break-even: |
107.50 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.03 |
| Spread %: |
13.64% |
| Delta: |
0.45 |
| Theta: |
-0.05 |
| Omega: |
18.83 |
| Rho: |
0.04 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.00% |
| 1 Month |
|
|
-52.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.190 |
| 1M High / 1M Low: |
0.570 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.362 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
