UniCredit Call 30 WIB 18.09.2024
/ DE000HC9XJ74
UniCredit Call 30 WIB 18.09.2024/ DE000HC9XJ74 /
| 01/08/2024 09:29:47 |
Chg.-0.08 |
Bid12:45:23 |
Ask12:45:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.16EUR |
-1.89% |
4.04
Bid Size: 2,000 |
4.09
Ask Size: 2,000 |
WIENERBERGER |
30.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9XJ7 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.23 |
| Parity: |
2.76 |
| Time value: |
1.60 |
| Break-even: |
34.36 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.26 |
| Spread %: |
6.34% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
5.30 |
| Rho: |
0.02 |
Quote data
| Open: |
4.16 |
| High: |
4.16 |
| Low: |
4.16 |
| Previous Close: |
4.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.05% |
| 1 Month |
|
|
+10.05% |
| 3 Months |
|
|
-4.15% |
| YTD |
|
|
+45.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.41 |
3.85 |
| 1M High / 1M Low: |
4.57 |
3.64 |
| 6M High / 6M Low: |
6.66 |
3.05 |
| High (YTD): |
15/05/2024 |
6.66 |
| Low (YTD): |
17/01/2024 |
1.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.29% |
| Volatility 6M: |
|
97.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
