UniCredit Call 11.826 F 18.09.2024
/ DE000HD03R97
UniCredit Call 11.826 F 18.09.202.../ DE000HD03R97 /
| 7/10/2024 7:09:26 PM |
Chg.+0.10 |
Bid7:34:27 PM |
Ask7:34:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
+7.35% |
1.44
Bid Size: 15,000 |
1.56
Ask Size: 15,000 |
Ford Motor Company |
11.826 USD |
9/18/2024 |
Call |
Master data
| WKN: |
HD03R9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.83 USD |
| Maturity: |
9/18/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1.01 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
1.01 |
| Time value: |
0.40 |
| Break-even: |
12.33 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.12 |
| Spread %: |
9.30% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
6.40 |
| Rho: |
0.01 |
Quote data
| Open: |
1.26 |
| High: |
1.46 |
| Low: |
1.26 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.31% |
| 1 Month |
|
|
+28.07% |
| 3 Months |
|
|
-17.51% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.21 |
| 1M High / 1M Low: |
1.36 |
0.68 |
| 6M High / 6M Low: |
2.18 |
0.68 |
| High (YTD): |
4/3/2024 |
2.18 |
| Low (YTD): |
6/14/2024 |
0.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.88% |
| Volatility 6M: |
|
168.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
