UniCredit Call 11.5 SDF 18.09.2024
/ DE000HD76LV7
UniCredit Call 11.5 SDF 18.09.202.../ DE000HD76LV7 /
| 31/07/2024 13:27:52 |
Chg.+0.080 |
Bid16:08:21 |
Ask16:08:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+11.59% |
0.730
Bid Size: 25,000 |
0.740
Ask Size: 25,000 |
K+S AG NA O.N. |
11.50 EUR |
18/09/2024 |
Call |
Master data
| WKN: |
HD76LV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
K+S AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
18/09/2024 |
| Issue date: |
18/07/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.35 |
| Time value: |
0.41 |
| Break-even: |
12.25 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.06 |
| Spread %: |
8.70% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
10.12 |
| Rho: |
0.01 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.770 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.660 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
