UniCredit Call 3500 PCE1 18.09.2024
/ DE000HD03MF2
UniCredit Call 3500 PCE1 18.09.20.../ DE000HD03MF2 /
05/09/2024 13:14:55 |
Chg.+0.12 |
Bid16:22:23 |
Ask16:22:23 |
Underlying |
Strike price |
Expiration date |
Option type |
2.85EUR |
+4.40% |
2.60 Bid Size: 4,000 |
2.63 Ask Size: 4,000 |
BOOKING HLDGS DL... |
3,500.00 - |
18/09/2024 |
Call |
Master data
WKN: |
HD03MF |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BOOKING HLDGS DL-,008 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,500.00 - |
Maturity: |
18/09/2024 |
Issue date: |
23/10/2023 |
Last trading day: |
17/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.19 |
Historic volatility: |
0.23 |
Parity: |
-0.71 |
Time value: |
2.77 |
Break-even: |
3,777.00 |
Moneyness: |
0.98 |
Premium: |
0.10 |
Premium p.a.: |
14.11 |
Spread abs.: |
0.02 |
Spread %: |
0.73% |
Delta: |
0.51 |
Theta: |
-11.94 |
Omega: |
6.32 |
Rho: |
0.52 |
Quote data
Open: |
2.63 |
High: |
2.85 |
Low: |
2.63 |
Previous Close: |
2.73 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.27% |
1 Month |
|
|
+223.86% |
3 Months |
|
|
-30.49% |
YTD |
|
|
-31.98% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.89 |
3.07 |
1M High / 1M Low: |
3.89 |
0.58 |
6M High / 6M Low: |
6.18 |
0.58 |
High (YTD): |
22/02/2024 |
6.23 |
Low (YTD): |
07/08/2024 |
0.58 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.57 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.11 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.47 |
Avg. volume 6M: |
|
44.45 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
372.94% |
Volatility 6M: |
|
224.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |