UniCredit Call 20 FL 18.09.2024
/ DE000HD0BN97
UniCredit Call 20 FL 18.09.2024/ DE000HD0BN97 /
| 8/2/2024 8:57:01 PM |
Chg.- |
Bid1:10:24 PM |
Ask1:10:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.05EUR |
- |
4.60
Bid Size: 1,000 |
6.83
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: |
4.75 |
| Intrinsic value: |
4.21 |
| Implied volatility: |
1.35 |
| Historic volatility: |
0.61 |
| Parity: |
4.21 |
| Time value: |
2.37 |
| Break-even: |
26.58 |
| Moneyness: |
1.21 |
| Premium: |
0.10 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.24 |
| Spread %: |
3.79% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
2.73 |
| Rho: |
0.01 |
Quote data
| Open: |
6.85 |
| High: |
6.85 |
| Low: |
5.91 |
| Previous Close: |
7.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.76% |
| 1 Month |
|
|
+60.48% |
| 3 Months |
|
|
+47.20% |
| YTD |
|
|
-48.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.67 |
6.05 |
| 1M High / 1M Low: |
8.67 |
3.77 |
| 6M High / 6M Low: |
14.94 |
3.58 |
| High (YTD): |
2/23/2024 |
14.94 |
| Low (YTD): |
4/30/2024 |
3.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.39% |
| Volatility 6M: |
|
183.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
