UniCredit Call 26.5 BMT 18.09.2024
/ DE000HD62FZ0
UniCredit Call 26.5 BMT 18.09.202.../ DE000HD62FZ0 /
| 13/08/2024 10:07:12 |
Chg.- |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
British American Tob... |
26.50 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD62FZ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
British American Tobacco PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.50 - |
| Maturity: |
18/09/2024 |
| Issue date: |
03/06/2024 |
| Last trading day: |
13/08/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.15 |
| Intrinsic value: |
8.13 |
| Implied volatility: |
- |
| Historic volatility: |
0.20 |
| Parity: |
8.13 |
| Time value: |
-6.03 |
| Break-even: |
28.60 |
| Moneyness: |
1.31 |
| Premium: |
-0.17 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.47% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.11 |
| High: |
2.11 |
| Low: |
2.11 |
| Previous Close: |
2.09 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.86% |
| 3 Months |
|
|
+681.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.15 |
2.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
