UniCredit Call 20 FL 18.09.2024
/ DE000HD0BN97
UniCredit Call 20 FL 18.09.2024/ DE000HD0BN97 /
| 8/5/2024 8:50:24 AM |
Chg.-1.460 |
Bid9:42:40 AM |
Ask9:42:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.520EUR |
-24.41% |
4.130
Bid Size: 1,000 |
7.930
Ask Size: 1,000 |
Foot Locker Inc |
20.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD0BN9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Foot Locker Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/31/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.77 |
| Intrinsic value: |
4.21 |
| Implied volatility: |
1.32 |
| Historic volatility: |
0.61 |
| Parity: |
4.21 |
| Time value: |
2.37 |
| Break-even: |
26.58 |
| Moneyness: |
1.21 |
| Premium: |
0.10 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.24 |
| Spread %: |
3.79% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
2.73 |
| Rho: |
0.01 |
Quote data
| Open: |
4.520 |
| High: |
4.520 |
| Low: |
4.520 |
| Previous Close: |
5.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.70% |
| 1 Month |
|
|
+23.50% |
| 3 Months |
|
|
+10.51% |
| YTD |
|
|
-61.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.460 |
5.980 |
| 1M High / 1M Low: |
8.460 |
3.660 |
| 6M High / 6M Low: |
15.270 |
3.600 |
| High (YTD): |
2/23/2024 |
15.270 |
| Low (YTD): |
4/30/2024 |
3.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.767 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.734 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.84% |
| Volatility 6M: |
|
168.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
