UniCredit Call 160 SEJ1 18.12.2024
/ DE000HD1EEZ6
UniCredit Call 160 SEJ1 18.12.202.../ DE000HD1EEZ6 /
| 8/15/2024 7:28:43 PM |
Chg.+0.100 |
Bid8:32:04 PM |
Ask8:32:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.930EUR |
+2.61% |
3.920
Bid Size: 4,000 |
3.960
Ask Size: 4,000 |
SAFRAN INH. EO... |
160.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD1EEZ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SAFRAN INH. EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
12/27/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
3.39 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
3.39 |
| Time value: |
0.50 |
| Break-even: |
198.90 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
1.57% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
4.31 |
| Rho: |
0.44 |
Quote data
| Open: |
3.810 |
| High: |
3.980 |
| Low: |
3.730 |
| Previous Close: |
3.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.93% |
| 1 Month |
|
|
-13.44% |
| 3 Months |
|
|
-28.68% |
| YTD |
|
|
+107.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.830 |
3.700 |
| 1M High / 1M Low: |
4.910 |
3.550 |
| 6M High / 6M Low: |
6.160 |
3.300 |
| High (YTD): |
5/27/2024 |
6.160 |
| Low (YTD): |
1/3/2024 |
1.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.204 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.824 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.77% |
| Volatility 6M: |
|
72.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
