UniCredit Call 25 FL 18.09.2024
/ DE000HD0NYW4
UniCredit Call 25 FL 18.09.2024/ DE000HD0NYW4 /
| 09/07/2024 19:31:02 |
Chg.+0.040 |
Bid21:58:20 |
Ask21:58:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
+2.50% |
1.550
Bid Size: 10,000 |
1.600
Ask Size: 10,000 |
Foot Locker Inc |
25.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD0NYW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Foot Locker Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.60 |
| Parity: |
-3.53 |
| Time value: |
1.52 |
| Break-even: |
26.52 |
| Moneyness: |
0.86 |
| Premium: |
0.24 |
| Premium p.a.: |
1.96 |
| Spread abs.: |
0.05 |
| Spread %: |
3.40% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
5.38 |
| Rho: |
0.01 |
Quote data
| Open: |
1.290 |
| High: |
1.640 |
| Low: |
1.290 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.56% |
| 1 Month |
|
|
-46.23% |
| 3 Months |
|
|
-50.60% |
| YTD |
|
|
-81.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.290 |
| 1M High / 1M Low: |
3.220 |
1.290 |
| 6M High / 6M Low: |
11.850 |
1.290 |
| High (YTD): |
23/02/2024 |
11.850 |
| Low (YTD): |
05/07/2024 |
1.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.663 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.07% |
| Volatility 6M: |
|
198.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
