UniCredit Call 240 ALV 18.09.2024
/ DE000HC9YY74
UniCredit Call 240 ALV 18.09.2024/ DE000HC9YY74 /
8/6/2024 10:00:12 AM |
Chg.-0.020 |
Bid10:26:30 AM |
Ask10:26:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.170EUR |
-1.68% |
1.170 Bid Size: 100,000 |
1.180 Ask Size: 100,000 |
ALLIANZ SE NA O.N. |
240.00 - |
9/18/2024 |
Call |
Master data
WKN: |
HC9YY7 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ALLIANZ SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 - |
Maturity: |
9/18/2024 |
Issue date: |
10/17/2023 |
Last trading day: |
9/17/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
20.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.55 |
Implied volatility: |
0.25 |
Historic volatility: |
0.16 |
Parity: |
0.55 |
Time value: |
0.63 |
Break-even: |
251.80 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
0.85% |
Delta: |
0.64 |
Theta: |
-0.10 |
Omega: |
13.34 |
Rho: |
0.17 |
Quote data
Open: |
1.170 |
High: |
1.170 |
Low: |
1.170 |
Previous Close: |
1.190 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-38.42% |
1 Month |
|
|
-36.76% |
3 Months |
|
|
-29.94% |
YTD |
|
|
+20.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.900 |
1.190 |
1M High / 1M Low: |
2.110 |
1.190 |
6M High / 6M Low: |
2.110 |
0.890 |
High (YTD): |
7/12/2024 |
2.110 |
Low (YTD): |
1/11/2024 |
0.880 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.558 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.835 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.627 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.26% |
Volatility 6M: |
|
91.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |