UniCredit Call 24 SGE 14.08.2024
/ DE000HD697E4
UniCredit Call 24 SGE 14.08.2024/ DE000HD697E4 /
| 2024-07-31 4:38:33 PM |
Chg.+0.030 |
Bid5:12:26 PM |
Ask5:12:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+4.41% |
0.680
Bid Size: 30,000 |
0.690
Ask Size: 30,000 |
STE GENERALE INH. EO... |
24.00 - |
2024-08-14 |
Call |
Master data
| WKN: |
HD697E |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STE GENERALE INH. EO 1,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
2024-08-14 |
| Issue date: |
2024-06-12 |
| Last trading day: |
2024-08-13 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
-0.11 |
| Time value: |
0.76 |
| Break-even: |
24.76 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.07 |
| Spread %: |
10.14% |
| Delta: |
0.50 |
| Theta: |
-0.03 |
| Omega: |
15.79 |
| Rho: |
0.00 |
Quote data
| Open: |
0.640 |
| High: |
0.750 |
| Low: |
0.640 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.79% |
| 1 Month |
|
|
+33.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.640 |
| 1M High / 1M Low: |
0.900 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
