UniCredit Call 250 UNP 18.09.2024
/ DE000HC9D179
UniCredit Call 250 UNP 18.09.2024/ DE000HC9D179 /
| 7/9/2024 7:34:12 PM |
Chg.0.000 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
0.00% |
0.120
Bid Size: 15,000 |
0.130
Ask Size: 15,000 |
UNION PAC. DL... |
250.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9D17 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
UNION PAC. DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
9/21/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
147.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
-4.37 |
| Time value: |
0.14 |
| Break-even: |
251.40 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
1.77 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.11 |
| Theta: |
-0.04 |
| Omega: |
15.69 |
| Rho: |
0.04 |
Quote data
| Open: |
0.110 |
| High: |
0.120 |
| Low: |
0.110 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-58.62% |
| 3 Months |
|
|
-84.42% |
| YTD |
|
|
-87.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.120 |
| 1M High / 1M Low: |
0.270 |
0.120 |
| 6M High / 6M Low: |
1.200 |
0.120 |
| High (YTD): |
2/23/2024 |
1.200 |
| Low (YTD): |
7/8/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.693 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.65% |
| Volatility 6M: |
|
162.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
