UniCredit Call 15.5 CBK 13.11.2024
/ DE000HD8DNQ3
UniCredit Call 15.5 CBK 13.11.202.../ DE000HD8DNQ3 /
| 30/10/2024 10:31:55 |
Chg.- |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
15.50 - |
13/11/2024 |
Call |
Master data
| WKN: |
HD8DNQ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 - |
| Maturity: |
13/11/2024 |
| Issue date: |
02/09/2024 |
| Last trading day: |
30/10/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.32 |
| Parity: |
0.85 |
| Time value: |
0.07 |
| Break-even: |
16.42 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
-0.06 |
| Spread %: |
-6.12% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
15.36 |
| Rho: |
0.00 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
0.93 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.08% |
| 1 Month |
|
|
-31.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.02 |
0.93 |
| 1M High / 1M Low: |
1.60 |
0.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
