UniCredit Call 180 TII 18.09.2024
/ DE000HC9LZP1
UniCredit Call 180 TII 18.09.2024/ DE000HC9LZP1 /
| 2024-07-11 7:32:49 PM |
Chg.-0.150 |
Bid9:59:35 PM |
Ask9:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.190EUR |
-6.41% |
2.150
Bid Size: 12,000 |
2.160
Ask Size: 12,000 |
TEXAS INSTR. ... |
180.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9LZP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
TEXAS INSTR. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.21 |
| Parity: |
0.80 |
| Time value: |
1.64 |
| Break-even: |
204.40 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.02 |
| Spread %: |
0.83% |
| Delta: |
0.63 |
| Theta: |
-0.15 |
| Omega: |
4.82 |
| Rho: |
0.18 |
Quote data
| Open: |
2.340 |
| High: |
2.440 |
| Low: |
2.150 |
| Previous Close: |
2.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.05% |
| 1 Month |
|
|
+8.42% |
| 3 Months |
|
|
+157.65% |
| YTD |
|
|
+88.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.340 |
1.990 |
| 1M High / 1M Low: |
2.340 |
1.710 |
| 6M High / 6M Low: |
2.560 |
0.510 |
| High (YTD): |
2024-05-22 |
2.560 |
| Low (YTD): |
2024-02-14 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.954 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.237 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.54% |
| Volatility 6M: |
|
184.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
