UniCredit Call 20 FL 18.09.2024
/ DE000HD0BN97
UniCredit Call 20 FL 18.09.2024/ DE000HD0BN97 /
| 8/2/2024 4:23:13 PM |
Chg.-1.330 |
Bid4:27:50 PM |
Ask4:27:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.230EUR |
-17.59% |
6.210
Bid Size: 2,000 |
6.450
Ask Size: 2,000 |
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: |
3.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.71 |
| Intrinsic value: |
6.38 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.61 |
| Parity: |
6.38 |
| Time value: |
1.65 |
| Break-even: |
28.03 |
| Moneyness: |
1.32 |
| Premium: |
0.06 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
-0.07 |
| Spread %: |
-0.86% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
2.65 |
| Rho: |
0.02 |
Quote data
| Open: |
6.100 |
| High: |
6.850 |
| Low: |
6.100 |
| Previous Close: |
7.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.74% |
| 1 Month |
|
|
+62.24% |
| 3 Months |
|
|
+63.95% |
| YTD |
|
|
-47.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.460 |
6.340 |
| 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: |
|
7.424 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.505 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.771 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.54% |
| Volatility 6M: |
|
166.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
