UniCredit Call 160 DRI 15.01.2025
/ DE000HC79NB1
UniCredit Call 160 DRI 15.01.2025/ DE000HC79NB1 /
16/10/2024 21:15:44 |
Chg.+0.140 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+17.28% |
- Bid Size: - |
- Ask Size: - |
Darden Restaurants I... |
160.00 - |
15/01/2025 |
Call |
Master data
WKN: |
HC79NB |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 - |
Maturity: |
15/01/2025 |
Issue date: |
09/06/2023 |
Last trading day: |
14/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.19 |
Parity: |
-1.29 |
Time value: |
0.83 |
Break-even: |
168.30 |
Moneyness: |
0.92 |
Premium: |
0.14 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.01 |
Spread %: |
1.22% |
Delta: |
0.41 |
Theta: |
-0.07 |
Omega: |
7.20 |
Rho: |
0.13 |
Quote data
Open: |
0.770 |
High: |
0.950 |
Low: |
0.770 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+46.15% |
1 Month |
|
|
+2.15% |
3 Months |
|
|
+79.25% |
YTD |
|
|
-45.40% |
1 Year |
|
|
-7.77% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.650 |
1M High / 1M Low: |
1.490 |
0.650 |
6M High / 6M Low: |
1.490 |
0.260 |
High (YTD): |
06/03/2024 |
2.390 |
Low (YTD): |
10/07/2024 |
0.260 |
52W High: |
06/03/2024 |
2.390 |
52W Low: |
10/07/2024 |
0.260 |
Avg. price 1W: |
|
0.752 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.972 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.699 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.147 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
313.32% |
Volatility 6M: |
|
223.53% |
Volatility 1Y: |
|
170.63% |
Volatility 3Y: |
|
- |