UniCredit Call 12.5 CBK 13.11.2024
/ DE000HD8JXQ9
UniCredit Call 12.5 CBK 13.11.202.../ DE000HD8JXQ9 /
| 2024-10-18 1:36:49 PM |
Chg.-0.130 |
Bid9:59:17 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.200EUR |
-3.00% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
12.50 - |
2024-11-13 |
Call |
Master data
| WKN: |
HD8JXQ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 - |
| Maturity: |
2024-11-13 |
| Issue date: |
2024-09-09 |
| Last trading day: |
2024-10-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.86 |
| Intrinsic value: |
3.85 |
| Implied volatility: |
1.70 |
| Historic volatility: |
0.32 |
| Parity: |
3.85 |
| Time value: |
0.32 |
| Break-even: |
16.67 |
| Moneyness: |
1.31 |
| Premium: |
0.02 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.04 |
| Spread %: |
0.97% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
3.42 |
| Rho: |
0.00 |
Quote data
| Open: |
4.200 |
| High: |
4.330 |
| Low: |
4.200 |
| Previous Close: |
4.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.370 |
4.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
