UniCredit Call 3.5 IES 18.09.2024
/ DE000HD118T9
UniCredit Call 3.5 IES 18.09.2024/ DE000HD118T9 /
| 2024-08-01 3:30:01 PM |
Chg.-0.070 |
Bid3:30:01 PM |
Ask3:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-22.58% |
0.240
Bid Size: 125,000 |
0.250
Ask Size: 125,000 |
INTESA SANPAOLO |
3.50 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD118T |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
0.25 |
| Time value: |
0.10 |
| Break-even: |
3.85 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
12.90% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
7.90 |
| Rho: |
0.00 |
Quote data
| Open: |
0.270 |
| High: |
0.280 |
| Low: |
0.240 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
+1311.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.260 |
| 1M High / 1M Low: |
0.350 |
0.180 |
| 6M High / 6M Low: |
0.350 |
0.017 |
| High (YTD): |
2024-07-30 |
0.350 |
| Low (YTD): |
2024-02-20 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.146 |
| Avg. volume 6M: |
|
7.874 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.81% |
| Volatility 6M: |
|
228.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
