UniCredit Call 220 AEC1 18.09.2024
/ DE000HD03L85
UniCredit Call 220 AEC1 18.09.202.../ DE000HD03L85 /
| 7/16/2024 11:46:55 AM |
Chg.+0.100 |
Bid9:59:31 PM |
Ask7/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.630EUR |
+3.95% |
-
Bid Size: - |
-
Ask Size: - |
AMER. EXPRESS DL... |
220.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD03L8 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AMER. EXPRESS DL -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
7/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.20 |
| Parity: |
-1.06 |
| Time value: |
2.68 |
| Break-even: |
246.80 |
| Moneyness: |
0.95 |
| Premium: |
0.18 |
| Premium p.a.: |
3.32 |
| Spread abs.: |
-0.36 |
| Spread %: |
-11.84% |
| Delta: |
0.52 |
| Theta: |
-0.38 |
| Omega: |
4.10 |
| Rho: |
0.09 |
Quote data
| Open: |
2.570 |
| High: |
2.630 |
| Low: |
2.570 |
| Previous Close: |
2.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+36.98% |
| 3 Months |
|
|
+13.36% |
| YTD |
|
|
+292.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.630 |
1.920 |
| 6M High / 6M Low: |
2.830 |
1.250 |
| High (YTD): |
4/24/2024 |
2.830 |
| Low (YTD): |
1/18/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.964 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.91% |
| Volatility 6M: |
|
124.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
