UniCredit Call 240 ALV 18.09.2024
/ DE000HC9YY74
UniCredit Call 240 ALV 18.09.2024/ DE000HC9YY74 /
9/11/2024 8:06:22 PM |
Chg.+0.01 |
Bid9/11/2024 |
Ask9/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.50EUR |
+0.40% |
2.50 Bid Size: 12,000 |
2.51 Ask Size: 12,000 |
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: |
11.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.31 |
Intrinsic value: |
4.29 |
Implied volatility: |
- |
Historic volatility: |
0.15 |
Parity: |
4.29 |
Time value: |
-1.79 |
Break-even: |
265.00 |
Moneyness: |
1.18 |
Premium: |
-0.06 |
Premium p.a.: |
-0.97 |
Spread abs.: |
0.02 |
Spread %: |
0.81% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.50 |
High: |
2.50 |
Low: |
2.50 |
Previous Close: |
2.49 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.04% |
1 Month |
|
|
+55.28% |
3 Months |
|
|
+54.32% |
YTD |
|
|
+157.73% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.49 |
2.45 |
1M High / 1M Low: |
2.49 |
1.61 |
6M High / 6M Low: |
2.49 |
1.12 |
High (YTD): |
9/10/2024 |
2.49 |
Low (YTD): |
1/11/2024 |
0.89 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.47 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.84 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.84% |
Volatility 6M: |
|
86.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |