UniCredit Call 32 G1A 18.12.2024
/ DE000HD00YR8
UniCredit Call 32 G1A 18.12.2024/ DE000HD00YR8 /
| 06/08/2024 20:16:44 |
Chg.-0.050 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-6.76% |
-
Bid Size: - |
-
Ask Size: - |
GEA GROUP AG |
32.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD00YR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
0.66 |
| Time value: |
0.11 |
| Break-even: |
39.70 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
6.94% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
4.28 |
| Rho: |
0.09 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.690 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.33% |
| 1 Month |
|
|
-19.77% |
| 3 Months |
|
|
+6.15% |
| YTD |
|
|
-2.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.740 |
| 1M High / 1M Low: |
0.930 |
0.740 |
| 6M High / 6M Low: |
0.930 |
0.570 |
| High (YTD): |
31/07/2024 |
0.930 |
| Low (YTD): |
22/01/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.851 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.733 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.04% |
| Volatility 6M: |
|
82.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
