UniCredit Call 250 IDP 18.09.2024
/ DE000HD0BKN7
UniCredit Call 250 IDP 18.09.2024/ DE000HD0BKN7 /
6/27/2024 12:34:23 PM |
Chg.+0.010 |
Bid6/27/2024 |
Ask6/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+1.85% |
0.550 Bid Size: 6,000 |
0.630 Ask Size: 6,000 |
BIOGEN INC. DL -,000... |
250.00 - |
9/18/2024 |
Call |
Master data
WKN: |
HD0BKN |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BIOGEN INC. DL -,0005 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 - |
Maturity: |
9/18/2024 |
Issue date: |
10/31/2023 |
Last trading day: |
9/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
35.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.22 |
Parity: |
-3.98 |
Time value: |
0.60 |
Break-even: |
256.00 |
Moneyness: |
0.84 |
Premium: |
0.22 |
Premium p.a.: |
1.38 |
Spread abs.: |
0.02 |
Spread %: |
3.45% |
Delta: |
0.25 |
Theta: |
-0.09 |
Omega: |
8.76 |
Rho: |
0.11 |
Quote data
Open: |
0.520 |
High: |
0.550 |
Low: |
0.520 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-17.91% |
1 Month |
|
|
-11.29% |
3 Months |
|
|
-27.63% |
YTD |
|
|
-84.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.540 |
1M High / 1M Low: |
1.240 |
0.540 |
6M High / 6M Low: |
4.040 |
0.330 |
High (YTD): |
1/3/2024 |
4.040 |
Low (YTD): |
4/18/2024 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.610 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.794 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.376 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
226.84% |
Volatility 6M: |
|
220.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |