UniCredit Call 150 F3A 18.09.2024
/ DE000HD03UB4
UniCredit Call 150 F3A 18.09.2024/ DE000HD03UB4 /
9/4/2024 10:42:59 AM |
Chg.-1.270 |
Bid10:55:07 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.600EUR |
-18.49% |
5.600 Bid Size: 3,000 |
- Ask Size: - |
FIRST SOLAR INC. D -... |
150.00 - |
9/18/2024 |
Call |
Master data
WKN: |
HD03UB |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
FIRST SOLAR INC. D -,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 - |
Maturity: |
9/18/2024 |
Issue date: |
10/23/2023 |
Last trading day: |
9/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.28 |
Intrinsic value: |
4.26 |
Implied volatility: |
2.36 |
Historic volatility: |
0.45 |
Parity: |
4.26 |
Time value: |
1.45 |
Break-even: |
207.10 |
Moneyness: |
1.28 |
Premium: |
0.08 |
Premium p.a.: |
5.68 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.78 |
Theta: |
-0.95 |
Omega: |
2.63 |
Rho: |
0.04 |
Quote data
Open: |
5.500 |
High: |
5.600 |
Low: |
5.500 |
Previous Close: |
6.870 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-20.68% |
1 Month |
|
|
-5.88% |
3 Months |
|
|
-49.32% |
YTD |
|
|
+40.35% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.060 |
6.830 |
1M High / 1M Low: |
7.920 |
5.570 |
6M High / 6M Low: |
14.410 |
1.810 |
High (YTD): |
6/12/2024 |
14.410 |
Low (YTD): |
3/19/2024 |
1.810 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.930 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.731 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.313 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.00% |
Volatility 6M: |
|
166.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |