UniCredit Call 280 ALV 18.09.2024
/ DE000HC9BYB5
UniCredit Call 280 ALV 18.09.2024/ DE000HC9BYB5 /
9/11/2024 8:17:40 PM |
Chg.+0.080 |
Bid8:27:37 PM |
Ask8:27:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+17.02% |
0.550 Bid Size: 6,000 |
0.620 Ask Size: 6,000 |
ALLIANZ SE NA O.N. |
280.00 - |
9/18/2024 |
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: |
9/18/2024 |
Issue date: |
9/20/2023 |
Last trading day: |
9/17/2024 |
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): |
3/28/2024 |
1.000 |
Low (YTD): |
8/5/2024 |
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: |
|
- |