UniCredit Call 220 UNP 18.12.2024
/ DE000HC3Q802
UniCredit Call 220 UNP 18.12.2024/ DE000HC3Q802 /
| 26/09/2024 08:10:40 |
Chg.+0.01 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.70EUR |
+0.37% |
-
Bid Size: - |
-
Ask Size: - |
UNION PAC. DL... |
220.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC3Q80 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
UNION PAC. DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
31/01/2023 |
| Last trading day: |
26/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.15 |
| Parity: |
0.06 |
| Time value: |
2.65 |
| Break-even: |
247.10 |
| Moneyness: |
1.00 |
| Premium: |
0.12 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
0.57 |
| Theta: |
-0.16 |
| Omega: |
4.66 |
| Rho: |
0.23 |
Quote data
| Open: |
2.70 |
| High: |
2.70 |
| Low: |
2.70 |
| Previous Close: |
2.69 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.72% |
| 1 Month |
|
|
-13.46% |
| 3 Months |
|
|
+65.64% |
| YTD |
|
|
-30.77% |
| 1 Year |
|
|
+51.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.89 |
2.53 |
| 1M High / 1M Low: |
3.73 |
2.53 |
| 6M High / 6M Low: |
3.73 |
1.48 |
| High (YTD): |
23/02/2024 |
4.39 |
| Low (YTD): |
10/07/2024 |
1.48 |
| 52W High: |
23/02/2024 |
4.39 |
| 52W Low: |
10/07/2024 |
1.48 |
| Avg. price 1W: |
|
2.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.61 |
| Avg. volume 6M: |
|
31.01 |
| Avg. price 1Y: |
|
2.83 |
| Avg. volume 1Y: |
|
15.63 |
| Volatility 1M: |
|
104.39% |
| Volatility 6M: |
|
120.79% |
| Volatility 1Y: |
|
102.59% |
| Volatility 3Y: |
|
- |
