UniCredit Call 160 DRI 15.01.2025
/ DE000HC79NB1
UniCredit Call 160 DRI 15.01.2025/ DE000HC79NB1 /
7/12/2024 7:41:25 PM |
Chg.+0.070 |
Bid9:53:44 PM |
Ask9:53:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+24.14% |
0.370 Bid Size: 25,000 |
0.380 Ask Size: 25,000 |
Darden Restaurants I... |
160.00 - |
1/15/2025 |
Call |
Master data
WKN: |
HC79NB |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 - |
Maturity: |
1/15/2025 |
Issue date: |
6/9/2023 |
Last trading day: |
1/14/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
34.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.17 |
Parity: |
-2.96 |
Time value: |
0.38 |
Break-even: |
163.80 |
Moneyness: |
0.82 |
Premium: |
0.26 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.01 |
Spread %: |
2.70% |
Delta: |
0.24 |
Theta: |
-0.03 |
Omega: |
8.29 |
Rho: |
0.14 |
Quote data
Open: |
0.270 |
High: |
0.360 |
Low: |
0.270 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-12.20% |
1 Month |
|
|
-38.98% |
3 Months |
|
|
-65.71% |
YTD |
|
|
-79.43% |
1 Year |
|
|
-85.60% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.260 |
1M High / 1M Low: |
0.840 |
0.260 |
6M High / 6M Low: |
2.400 |
0.260 |
High (YTD): |
3/5/2024 |
2.400 |
Low (YTD): |
7/10/2024 |
0.260 |
52W High: |
7/20/2023 |
2.860 |
52W Low: |
7/10/2024 |
0.260 |
Avg. price 1W: |
|
0.326 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.555 |
Avg. volume 1M: |
|
380.952 |
Avg. price 6M: |
|
1.242 |
Avg. volume 6M: |
|
62.992 |
Avg. price 1Y: |
|
1.444 |
Avg. volume 1Y: |
|
31.373 |
Volatility 1M: |
|
233.85% |
Volatility 6M: |
|
133.60% |
Volatility 1Y: |
|
111.94% |
Volatility 3Y: |
|
- |