UniCredit Call 3.4 IES 18.09.2024
/ DE000HD5DB52
UniCredit Call 3.4 IES 18.09.2024/ DE000HD5DB52 /
| 01/08/2024 12:43:27 |
Chg.-0.060 |
Bid13:02:37 |
Ask13:02:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-15.00% |
0.330
Bid Size: 100,000 |
0.340
Ask Size: 100,000 |
INTESA SANPAOLO |
3.40 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD5DB5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.40 - |
| Maturity: |
18/09/2024 |
| Issue date: |
08/05/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
0.35 |
| Time value: |
0.09 |
| Break-even: |
3.84 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
10.00% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
6.66 |
| Rho: |
0.00 |
Quote data
| Open: |
0.350 |
| High: |
0.360 |
| Low: |
0.320 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
+17.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.340 |
| 1M High / 1M Low: |
0.430 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
