UniCredit Call 3.6 IES 18.09.2024
/ DE000HD5WEF1
UniCredit Call 3.6 IES 18.09.2024/ DE000HD5WEF1 /
| 2024-08-05 6:30:42 PM |
Chg.+0.026 |
Bid6:47:27 PM |
Ask6:47:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+35.14% |
0.082
Bid Size: 70,000 |
0.099
Ask Size: 70,000 |
INTESA SANPAOLO |
3.60 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD5WEF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.60 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-05-27 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
-0.16 |
| Time value: |
0.11 |
| Break-even: |
3.71 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.04 |
| Spread %: |
57.14% |
| Delta: |
0.40 |
| Theta: |
0.00 |
| Omega: |
12.38 |
| Rho: |
0.00 |
Quote data
| Open: |
0.030 |
| High: |
0.100 |
| Low: |
0.030 |
| Previous Close: |
0.074 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.37% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.074 |
| 1M High / 1M Low: |
0.270 |
0.074 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.177 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
400.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
