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: |
|
- |