UniCredit Call 220 UNP 18.09.2024
/ DE000HC9DPS3
UniCredit Call 220 UNP 18.09.2024/ DE000HC9DPS3 /
| 25/07/2024 12:58:37 |
Chg.- |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
UNION PAC. DL... |
220.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9DPS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
UNION PAC. DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
21/09/2023 |
| Last trading day: |
25/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.15 |
| Parity: |
-0.01 |
| Time value: |
2.04 |
| Break-even: |
240.40 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.33 |
| Spread %: |
19.30% |
| Delta: |
0.55 |
| Theta: |
-0.23 |
| Omega: |
5.96 |
| Rho: |
0.13 |
Quote data
| Open: |
1.88 |
| High: |
1.98 |
| Low: |
1.88 |
| Previous Close: |
2.02 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+65.00% |
| 3 Months |
|
|
-23.85% |
| YTD |
|
|
-43.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.43 |
0.93 |
| 6M High / 6M Low: |
4.04 |
0.93 |
| High (YTD): |
23/02/2024 |
4.04 |
| Low (YTD): |
10/07/2024 |
0.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.44% |
| Volatility 6M: |
|
145.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
