UniCredit Call 25 FL 18.09.2024
/ DE000HD0NYW4
UniCredit Call 25 FL 18.09.2024/ DE000HD0NYW4 /
| 8/2/2024 7:36:47 PM |
Chg.-1.150 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.870EUR |
-28.61% |
3.090
Bid Size: 3,000 |
3.330
Ask Size: 3,000 |
Foot Locker Inc |
25.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD0NYW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Foot Locker Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.06 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.61 |
| Parity: |
1.38 |
| Time value: |
3.10 |
| Break-even: |
29.48 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
1.37 |
| Spread abs.: |
0.07 |
| Spread %: |
1.59% |
| Delta: |
0.63 |
| Theta: |
-0.04 |
| Omega: |
3.73 |
| Rho: |
0.02 |
Quote data
| Open: |
3.420 |
| High: |
3.780 |
| Low: |
2.800 |
| Previous Close: |
4.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.72% |
| 1 Month |
|
|
+95.24% |
| 3 Months |
|
|
+44.22% |
| YTD |
|
|
-67.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.760 |
3.110 |
| 1M High / 1M Low: |
4.760 |
1.290 |
| 6M High / 6M Low: |
11.850 |
1.290 |
| High (YTD): |
2/23/2024 |
11.850 |
| Low (YTD): |
7/5/2024 |
1.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.533 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.102 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.96% |
| Volatility 6M: |
|
235.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
