UniCredit Call 32 G1A 18.12.2024
/ DE000HD00YR8
UniCredit Call 32 G1A 18.12.2024/ DE000HD00YR8 /
| 7/11/2024 10:19:31 AM |
Chg.-0.010 |
Bid7/11/2024 |
Ask7/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-1.25% |
0.790
Bid Size: 90,000 |
0.800
Ask Size: 90,000 |
GEA GROUP AG |
32.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD00YR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
0.73 |
| Time value: |
0.12 |
| Break-even: |
40.50 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
6.25% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
3.98 |
| Rho: |
0.11 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.23% |
| 1 Month |
|
|
+12.86% |
| 3 Months |
|
|
+16.18% |
| YTD |
|
|
+11.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.780 |
| 1M High / 1M Low: |
0.890 |
0.670 |
| 6M High / 6M Low: |
0.890 |
0.540 |
| High (YTD): |
7/3/2024 |
0.890 |
| Low (YTD): |
1/22/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.787 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.696 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.94% |
| Volatility 6M: |
|
82.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
