UniCredit Call 220 MTX 18.09.2024
/ DE000HC9C452
UniCredit Call 220 MTX 18.09.2024/ DE000HC9C452 /
| 2024-07-05 12:23:11 PM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.10EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MTU AERO ENGINES NA ... |
220.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9C45 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-09-20 |
| Last trading day: |
2024-07-05 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.60 |
| Intrinsic value: |
3.28 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.27 |
| Parity: |
3.28 |
| Time value: |
0.85 |
| Break-even: |
261.30 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.30 |
| Spread %: |
7.83% |
| Delta: |
0.79 |
| Theta: |
-0.12 |
| Omega: |
4.84 |
| Rho: |
0.31 |
Quote data
| Open: |
3.78 |
| High: |
4.13 |
| Low: |
3.78 |
| Previous Close: |
3.78 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.76% |
| 1 Month |
|
|
+110.26% |
| 3 Months |
|
|
+139.77% |
| YTD |
|
|
+322.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.10 |
3.02 |
| 1M High / 1M Low: |
4.10 |
1.36 |
| 6M High / 6M Low: |
4.10 |
1.16 |
| High (YTD): |
2024-07-05 |
4.10 |
| Low (YTD): |
2024-01-03 |
0.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.97 |
| Avg. volume 6M: |
|
119.05 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.94% |
| Volatility 6M: |
|
171.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
