UniCredit Call 12.2 IBE1 18.09.2024
/ DE000HD5HMZ3
UniCredit Call 12.2 IBE1 18.09.20.../ DE000HD5HMZ3 /
16/08/2024 19:40:27 |
Chg.+0.030 |
Bid21:59:09 |
Ask21:59:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+9.09% |
0.350 Bid Size: 10,000 |
0.390 Ask Size: 10,000 |
IBERDROLA INH. EO... |
12.20 - |
18/09/2024 |
Call |
Master data
WKN: |
HD5HMZ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
IBERDROLA INH. EO -,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.20 - |
Maturity: |
18/09/2024 |
Issue date: |
13/05/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
34.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.10 |
Implied volatility: |
0.20 |
Historic volatility: |
0.16 |
Parity: |
0.10 |
Time value: |
0.27 |
Break-even: |
12.56 |
Moneyness: |
1.01 |
Premium: |
0.02 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.04 |
Spread %: |
12.50% |
Delta: |
0.59 |
Theta: |
0.00 |
Omega: |
20.00 |
Rho: |
0.01 |
Quote data
Open: |
0.330 |
High: |
0.360 |
Low: |
0.320 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+44.00% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
-28.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.240 |
1M High / 1M Low: |
0.430 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.294 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.263 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
340.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |