UniCredit Call 2.5 CEC 18.09.2024
/ DE000HC9N3L2
UniCredit Call 2.5 CEC 18.09.2024/ DE000HC9N3L2 /
| 8/1/2024 7:35:14 PM |
Chg.-0.070 |
Bid8:00:21 PM |
Ask8:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-17.95% |
0.260
Bid Size: 10,000 |
0.420
Ask Size: 10,000 |
CECONOMY AG INH O.N... |
2.50 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9N3L |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CECONOMY AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.50 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/3/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.48 |
| Parity: |
0.29 |
| Time value: |
0.14 |
| Break-even: |
2.93 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.07 |
| Spread %: |
19.44% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
4.71 |
| Rho: |
0.00 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.320 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.95% |
| 1 Month |
|
|
-46.67% |
| 3 Months |
|
|
+88.24% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.390 |
| 1M High / 1M Low: |
0.600 |
0.290 |
| 6M High / 6M Low: |
0.960 |
0.060 |
| High (YTD): |
6/12/2024 |
0.960 |
| Low (YTD): |
3/22/2024 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.457 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.366 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.84% |
| Volatility 6M: |
|
192.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
