UniCredit Call 25 FL 15.01.2025
/ DE000HD0BNA8
UniCredit Call 25 FL 15.01.2025/ DE000HD0BNA8 /
| 02/08/2024 19:38:08 |
Chg.-1.070 |
Bid21:58:56 |
Ask21:58:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.590EUR |
-18.90% |
4.810
Bid Size: 3,000 |
5.050
Ask Size: 3,000 |
Foot Locker Inc |
25.00 - |
15/01/2025 |
Call |
Master data
| WKN: |
HD0BNA |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Foot Locker Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
15/01/2025 |
| Issue date: |
31/10/2023 |
| Last trading day: |
14/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.61 |
| Parity: |
-0.79 |
| Time value: |
5.04 |
| Break-even: |
30.04 |
| Moneyness: |
0.97 |
| Premium: |
0.24 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.24 |
| Spread %: |
5.00% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
2.86 |
| Rho: |
0.04 |
Quote data
| Open: |
5.060 |
| High: |
5.420 |
| Low: |
4.500 |
| Previous Close: |
5.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.38% |
| 1 Month |
|
|
+40.37% |
| 3 Months |
|
|
+30.40% |
| YTD |
|
|
-51.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.340 |
4.590 |
| 1M High / 1M Low: |
6.340 |
3.050 |
| 6M High / 6M Low: |
12.760 |
3.050 |
| High (YTD): |
23/02/2024 |
12.760 |
| Low (YTD): |
05/07/2024 |
3.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.384 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.508 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.16% |
| Volatility 6M: |
|
156.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
