UniCredit Call 32 ML 18.12.2024
/ DE000HC90058
UniCredit Call 32 ML 18.12.2024/ DE000HC90058 /
| 14/08/2024 19:27:31 |
Chg.+0.330 |
Bid09:22:49 |
Ask09:22:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.740EUR |
+9.68% |
3.830
Bid Size: 6,000 |
3.850
Ask Size: 6,000 |
Cie Generale des Eta... |
32.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC9005 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Cie Generale des Etablissements Michelin SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
28/08/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
2.05 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
2.05 |
| Time value: |
1.48 |
| Break-even: |
35.53 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
2.92% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
6.83 |
| Rho: |
0.07 |
Quote data
| Open: |
3.680 |
| High: |
3.760 |
| Low: |
3.680 |
| Previous Close: |
3.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
-12.21% |
| 3 Months |
|
|
-35.07% |
| YTD |
|
|
+15.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.740 |
3.410 |
| 1M High / 1M Low: |
5.570 |
3.410 |
| 6M High / 6M Low: |
7.500 |
3.090 |
| High (YTD): |
12/06/2024 |
7.500 |
| Low (YTD): |
17/01/2024 |
1.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.899 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.00% |
| Volatility 6M: |
|
96.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
