UniCredit Call 16 SZG 18.09.2024
/ DE000HD7BG40
UniCredit Call 16 SZG 18.09.2024/ DE000HD7BG40 /
| 7/30/2024 10:50:05 AM |
Chg.+0.18 |
Bid12:56:23 PM |
Ask12:56:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+16.51% |
0.98
Bid Size: 30,000 |
1.01
Ask Size: 30,000 |
SALZGITTER AG O.N. |
16.00 EUR |
9/18/2024 |
Call |
Master data
| WKN: |
HD7BG4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
9/18/2024 |
| Issue date: |
7/25/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.35 |
| Parity: |
0.22 |
| Time value: |
1.45 |
| Break-even: |
17.67 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.61 |
| Spread %: |
57.55% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
5.61 |
| Rho: |
0.01 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
