UniCredit Call 32 BAYN 18.09.2024
/ DE000HD10EU3
UniCredit Call 32 BAYN 18.09.2024/ DE000HD10EU3 /
| 09/07/2024 14:59:40 |
Chg.-0.024 |
Bid15:53:25 |
Ask15:53:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.060EUR |
-28.57% |
0.061
Bid Size: 125,000 |
0.064
Ask Size: 125,000 |
BAYER AG NA O.N. |
32.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD10EU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
28/11/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
283.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.30 |
| Parity: |
-5.95 |
| Time value: |
0.09 |
| Break-even: |
32.09 |
| Moneyness: |
0.81 |
| Premium: |
0.23 |
| Premium p.a.: |
1.92 |
| Spread abs.: |
0.01 |
| Spread %: |
12.20% |
| Delta: |
0.07 |
| Theta: |
0.00 |
| Omega: |
18.87 |
| Rho: |
0.00 |
Quote data
| Open: |
0.076 |
| High: |
0.077 |
| Low: |
0.060 |
| Previous Close: |
0.084 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-79.31% |
| 3 Months |
|
|
-84.62% |
| YTD |
|
|
-94.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.084 |
| 1M High / 1M Low: |
0.260 |
0.084 |
| 6M High / 6M Low: |
1.250 |
0.084 |
| High (YTD): |
09/01/2024 |
1.250 |
| Low (YTD): |
08/07/2024 |
0.084 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.097 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.48% |
| Volatility 6M: |
|
192.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
