UniCredit Call 115 SQU 18.09.2024
/ DE000HD21ZJ8
UniCredit Call 115 SQU 18.09.2024/ DE000HD21ZJ8 /
15/08/2024 09:12:39 |
Chg.- |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
- |
- Bid Size: - |
- Ask Size: - |
VINCI S.A. INH. EO... |
115.00 - |
18/09/2024 |
Call |
Master data
WKN: |
HD21ZJ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
VINCI S.A. INH. EO 2,50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 - |
Maturity: |
18/09/2024 |
Issue date: |
23/01/2024 |
Last trading day: |
15/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
519.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.17 |
Parity: |
-0.59 |
Time value: |
0.02 |
Break-even: |
115.21 |
Moneyness: |
0.95 |
Premium: |
0.06 |
Premium p.a.: |
5.10 |
Spread abs.: |
0.01 |
Spread %: |
162.50% |
Delta: |
0.10 |
Theta: |
-0.04 |
Omega: |
53.30 |
Rho: |
0.00 |
Quote data
Open: |
0.008 |
High: |
0.008 |
Low: |
0.008 |
Previous Close: |
0.013 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-61.90% |
3 Months |
|
|
-97.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.023 |
0.008 |
6M High / 6M Low: |
0.860 |
0.004 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.015 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.336 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
618.35% |
Volatility 6M: |
|
1,264.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |