UniCredit Call 19.5 DUE 18.09.2024
/ DE000HD7Y4Y0
UniCredit Call 19.5 DUE 18.09.202.../ DE000HD7Y4Y0 /
8/30/2024 6:23:46 PM |
Chg.+0.100 |
Bid6:49:25 PM |
Ask6:49:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
+20.41% |
0.590 Bid Size: 6,000 |
0.690 Ask Size: 6,000 |
DUERR AG O.N. |
19.50 EUR |
9/18/2024 |
Call |
Master data
WKN: |
HD7Y4Y |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
DUERR AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
19.50 EUR |
Maturity: |
9/18/2024 |
Issue date: |
8/15/2024 |
Last trading day: |
9/17/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
30.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.32 |
Historic volatility: |
0.31 |
Parity: |
0.12 |
Time value: |
0.53 |
Break-even: |
20.15 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.20 |
Spread %: |
44.44% |
Delta: |
0.56 |
Theta: |
-0.02 |
Omega: |
16.85 |
Rho: |
0.01 |
Quote data
Open: |
0.550 |
High: |
0.590 |
Low: |
0.510 |
Previous Close: |
0.490 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.32% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.400 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.458 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |