UniCredit Call 280 ALV 18.09.2024
/ DE000HC9BYB5
UniCredit Call 280 ALV 18.09.2024/ DE000HC9BYB5 /
| 11/09/2024 20:17:40 |
Chg.+0.080 |
Bid20:17:44 |
Ask20:17:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+17.02% |
0.540
Bid Size: 6,000 |
0.610
Ask Size: 6,000 |
ALLIANZ SE NA O.N. |
280.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9BYB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
20/09/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
47.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.15 |
| Parity: |
0.29 |
| Time value: |
0.31 |
| Break-even: |
286.00 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.11 |
| Spread %: |
22.45% |
| Delta: |
0.62 |
| Theta: |
-0.31 |
| Omega: |
29.26 |
| Rho: |
0.03 |
Quote data
| Open: |
0.480 |
| High: |
0.550 |
| Low: |
0.390 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.57% |
| 1 Month |
|
|
+1150.00% |
| 3 Months |
|
|
+161.90% |
| YTD |
|
|
+89.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.330 |
| 1M High / 1M Low: |
0.620 |
0.024 |
| 6M High / 6M Low: |
1.000 |
0.001 |
| High (YTD): |
28/03/2024 |
1.000 |
| Low (YTD): |
05/08/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.274 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.367 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
562.89% |
| Volatility 6M: |
|
2,960.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
