UniCredit Call 160 4AB 18.09.2024
/ DE000HD03JP7
UniCredit Call 160 4AB 18.09.2024/ DE000HD03JP7 /
| 7/5/2024 7:29:12 PM |
Chg.+0.080 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+8.89% |
1.030
Bid Size: 15,000 |
1.040
Ask Size: 15,000 |
ABBVIE INC. D... |
160.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD03JP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABBVIE INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.17 |
| Parity: |
-0.57 |
| Time value: |
1.04 |
| Break-even: |
170.40 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
0.48 |
| Theta: |
-0.09 |
| Omega: |
7.16 |
| Rho: |
0.13 |
Quote data
| Open: |
0.870 |
| High: |
0.980 |
| Low: |
0.820 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.01% |
| 1 Month |
|
|
-24.03% |
| 3 Months |
|
|
-38.36% |
| YTD |
|
|
+13.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
0.840 |
| 1M High / 1M Low: |
1.470 |
0.840 |
| 6M High / 6M Low: |
2.440 |
0.490 |
| High (YTD): |
3/12/2024 |
2.440 |
| Low (YTD): |
5/28/2024 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.208 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.482 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.82% |
| Volatility 6M: |
|
146.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
