UniCredit Call 160 SEJ1 18.12.2024
/ DE000HD1EEZ6
UniCredit Call 160 SEJ1 18.12.202.../ DE000HD1EEZ6 /
| 10/09/2024 20:48:20 |
Chg.- |
Bid08:39:29 |
Ask08:39:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.94EUR |
- |
3.92
Bid Size: 2,000 |
4.01
Ask Size: 2,000 |
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: |
5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.57 |
| Intrinsic value: |
3.41 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
3.41 |
| Time value: |
0.41 |
| Break-even: |
198.10 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
1.60% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
4.46 |
| Rho: |
0.36 |
Quote data
| Open: |
3.85 |
| High: |
3.94 |
| Low: |
3.83 |
| Previous Close: |
3.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.20% |
| 1 Month |
|
|
+4.51% |
| 3 Months |
|
|
-25.10% |
| YTD |
|
|
+108.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.94 |
3.59 |
| 1M High / 1M Low: |
4.16 |
3.59 |
| 6M High / 6M Low: |
6.17 |
3.53 |
| High (YTD): |
27/05/2024 |
6.17 |
| Low (YTD): |
03/01/2024 |
1.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.63% |
| Volatility 6M: |
|
71.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
