UniCredit Call 260 RHHVF 18.09.2024
/ DE000HD0NSL9
UniCredit Call 260 RHHVF 18.09.20.../ DE000HD0NSL9 /
| 9/9/2024 9:18:43 AM |
Chg.+0.19 |
Bid7:42:27 PM |
Ask7:42:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
+11.38% |
1.09
Bid Size: 8,000 |
1.13
Ask Size: 8,000 |
Roche Holding Ltd |
260.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD0NSL |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.11 |
| Intrinsic value: |
3.09 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
3.09 |
| Time value: |
-1.20 |
| Break-even: |
278.90 |
| Moneyness: |
1.12 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.82 |
| Spread abs.: |
0.35 |
| Spread %: |
22.73% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.86 |
| Previous Close: |
1.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.21% |
| 1 Month |
|
|
-11.00% |
| 3 Months |
|
|
+376.92% |
| YTD |
|
|
+138.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.01 |
1.67 |
| 1M High / 1M Low: |
3.01 |
1.67 |
| 6M High / 6M Low: |
3.01 |
0.07 |
| High (YTD): |
9/2/2024 |
3.01 |
| Low (YTD): |
5/2/2024 |
0.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.04% |
| Volatility 6M: |
|
325.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
