UniCredit Call 15 GZF 16.10.2024
/ DE000HD79TG5
UniCredit Call 15 GZF 16.10.2024/ DE000HD79TG5 /
| 8/30/2024 7:34:22 PM |
Chg.+0.100 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+10.42% |
1.090
Bid Size: 6,000 |
1.150
Ask Size: 6,000 |
ENGIE S.A. INH. ... |
15.00 EUR |
10/16/2024 |
Call |
Master data
| WKN: |
HD79TG |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
10/16/2024 |
| Issue date: |
7/24/2024 |
| Last trading day: |
10/15/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
0.93 |
| Time value: |
0.22 |
| Break-even: |
16.15 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
5.50% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
11.06 |
| Rho: |
0.01 |
Quote data
| Open: |
1.060 |
| High: |
1.090 |
| Low: |
1.020 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.47% |
| 1 Month |
|
|
+253.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.800 |
| 1M High / 1M Low: |
1.060 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
406.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
