UniCredit Call 31 BAYN 18.09.2024
/ DE000HD11JW6
UniCredit Call 31 BAYN 18.09.2024/ DE000HD11JW6 /
2024-09-06 8:48:58 PM |
Chg.-0.020 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-15.38% |
- Bid Size: - |
- Ask Size: - |
BAYER AG NA O.N. |
31.00 - |
2024-09-18 |
Call |
Master data
WKN: |
HD11JW |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
31.00 - |
Maturity: |
2024-09-18 |
Issue date: |
2023-11-30 |
Last trading day: |
2024-09-17 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
192.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.34 |
Parity: |
-2.09 |
Time value: |
0.15 |
Break-even: |
31.15 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
10.90 |
Spread abs.: |
0.05 |
Spread %: |
50.00% |
Delta: |
0.16 |
Theta: |
-0.02 |
Omega: |
29.98 |
Rho: |
0.00 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.110 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+61.76% |
1 Month |
|
|
+39.24% |
3 Months |
|
|
-72.50% |
YTD |
|
|
-90.68% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.052 |
1M High / 1M Low: |
0.320 |
0.043 |
6M High / 6M Low: |
0.670 |
0.043 |
High (YTD): |
2024-01-09 |
1.350 |
Low (YTD): |
2024-08-15 |
0.043 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.083 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.100 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.296 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
2,312.44% |
Volatility 6M: |
|
954.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |