UniCredit Call 240 ALV 18.09.2024
/ DE000HC9YY74
UniCredit Call 240 ALV 18.09.2024/ DE000HC9YY74 /
| 8/5/2024 8:17:58 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
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: |
17.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
1.13 |
| Time value: |
0.28 |
| Break-even: |
254.10 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
0.80 |
| Theta: |
-0.07 |
| Omega: |
14.29 |
| Rho: |
0.23 |
Quote data
| Open: |
1.06 |
| High: |
1.19 |
| Low: |
1.05 |
| Previous Close: |
1.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.04% |
| 1 Month |
|
|
-35.68% |
| 3 Months |
|
|
-29.17% |
| YTD |
|
|
+22.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.89 |
1.19 |
| 1M High / 1M Low: |
2.10 |
1.19 |
| 6M High / 6M Low: |
2.10 |
0.91 |
| High (YTD): |
7/12/2024 |
2.10 |
| Low (YTD): |
1/11/2024 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.15% |
| Volatility 6M: |
|
94.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
