UniCredit Call 2.8 IES 18.09.2024
/ DE000HC9C353
UniCredit Call 2.8 IES 18.09.2024/ DE000HC9C353 /
| 7/10/2024 7:39:37 PM |
Chg.+0.020 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+2.53% |
0.810
Bid Size: 14,000 |
0.850
Ask Size: 14,000 |
INTESA SANPAOLO |
2.80 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9C35 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.80 - |
| Maturity: |
9/18/2024 |
| Issue date: |
9/20/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.21 |
| Parity: |
0.75 |
| Time value: |
0.07 |
| Break-even: |
3.62 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
5.13% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
3.85 |
| Rho: |
0.00 |
Quote data
| Open: |
0.790 |
| High: |
0.820 |
| Low: |
0.790 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+42.11% |
| YTD |
|
|
+523.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.790 |
| 1M High / 1M Low: |
0.820 |
0.590 |
| 6M High / 6M Low: |
0.940 |
0.150 |
| High (YTD): |
5/17/2024 |
0.940 |
| Low (YTD): |
1/17/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.742 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.532 |
| Avg. volume 6M: |
|
218.898 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.27% |
| Volatility 6M: |
|
125.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
