UniCredit Call 160 SEJ1 18.12.2024
/ DE000HD1EEZ6
UniCredit Call 160 SEJ1 18.12.202.../ DE000HD1EEZ6 /
| 05/08/2024 15:22:08 |
Chg.-0.20 |
Bid17:14:23 |
Ask17:14:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.44EUR |
-5.49% |
3.50
Bid Size: 30,000 |
3.51
Ask Size: 30,000 |
SAFRAN INH. EO... |
160.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD1EEZ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SAFRAN INH. EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
27/12/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.36 |
| Intrinsic value: |
3.12 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.19 |
| Parity: |
3.12 |
| Time value: |
0.74 |
| Break-even: |
198.50 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.23 |
| Spread %: |
6.35% |
| Delta: |
0.82 |
| Theta: |
-0.06 |
| Omega: |
4.06 |
| Rho: |
0.44 |
Quote data
| Open: |
3.45 |
| High: |
3.45 |
| Low: |
3.44 |
| Previous Close: |
3.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.70% |
| 1 Month |
|
|
-26.96% |
| 3 Months |
|
|
-32.02% |
| YTD |
|
|
+82.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.96 |
3.64 |
| 1M High / 1M Low: |
4.99 |
3.64 |
| 6M High / 6M Low: |
6.17 |
2.59 |
| High (YTD): |
27/05/2024 |
6.17 |
| Low (YTD): |
03/01/2024 |
1.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.01% |
| Volatility 6M: |
|
79.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
