UniCredit Call 11.5 IBE1 18.09.2024
/ DE000HD0A2Z6
UniCredit Call 11.5 IBE1 18.09.20.../ DE000HD0A2Z6 /
| 6/28/2024 10:47:56 AM |
Chg.- |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
IBERDROLA INH. EO... |
11.50 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD0A2Z |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/30/2023 |
| Last trading day: |
6/28/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
0.34 |
| Time value: |
0.41 |
| Break-even: |
12.25 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
5.63% |
| Delta: |
0.65 |
| Theta: |
0.00 |
| Omega: |
10.25 |
| Rho: |
0.01 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
+132.26% |
| YTD |
|
|
-19.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.940 |
0.630 |
| 6M High / 6M Low: |
1.020 |
0.170 |
| High (YTD): |
5/15/2024 |
1.020 |
| Low (YTD): |
2/28/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.765 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.546 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.77% |
| Volatility 6M: |
|
175.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
