UniCredit Call 37 DHL 18.09.2024
/ DE000HD6F195
UniCredit Call 37 DHL 18.09.2024/ DE000HD6F195 /
29/08/2024 20:08:30 |
Chg.+0.030 |
Bid21:09:56 |
Ask21:09:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
+16.67% |
0.200 Bid Size: 60,000 |
0.210 Ask Size: 60,000 |
DEUTSCHE POST AG NA ... |
37.00 - |
18/09/2024 |
Call |
Master data
WKN: |
HD6F19 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
DEUTSCHE POST AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
37.00 - |
Maturity: |
18/09/2024 |
Issue date: |
19/06/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.32 |
Historic volatility: |
0.21 |
Parity: |
0.15 |
Time value: |
0.06 |
Break-even: |
39.10 |
Moneyness: |
1.04 |
Premium: |
0.01 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.03 |
Spread %: |
16.67% |
Delta: |
0.73 |
Theta: |
-0.03 |
Omega: |
13.41 |
Rho: |
0.01 |
Quote data
Open: |
0.180 |
High: |
0.210 |
Low: |
0.180 |
Previous Close: |
0.180 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+40.00% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.150 |
1M High / 1M Low: |
0.470 |
0.057 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.168 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.175 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
393.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |