UniCredit Call 38 PAH3 18.09.2024
/ DE000HD078S7
UniCredit Call 38 PAH3 18.09.2024/ DE000HD078S7 /
8/23/2024 7:36:09 PM |
Chg.+0.170 |
Bid9:59:23 PM |
Ask9:59:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.930EUR |
+6.16% |
2.950 Bid Size: 4,000 |
3.010 Ask Size: 4,000 |
PORSCHE AUTOM.HLDG V... |
38.00 - |
9/18/2024 |
Call |
Master data
WKN: |
HD078S |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
PORSCHE AUTOM.HLDG VZO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 - |
Maturity: |
9/18/2024 |
Issue date: |
10/26/2023 |
Last trading day: |
9/17/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
13.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.97 |
Intrinsic value: |
2.77 |
Implied volatility: |
0.24 |
Historic volatility: |
0.22 |
Parity: |
2.77 |
Time value: |
0.24 |
Break-even: |
41.01 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.06 |
Spread %: |
2.03% |
Delta: |
0.89 |
Theta: |
-0.01 |
Omega: |
11.99 |
Rho: |
0.02 |
Quote data
Open: |
2.990 |
High: |
3.130 |
Low: |
2.930 |
Previous Close: |
2.760 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+18.15% |
1 Month |
|
|
-9.01% |
3 Months |
|
|
-32.49% |
YTD |
|
|
-19.73% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.930 |
2.530 |
1M High / 1M Low: |
3.280 |
1.580 |
6M High / 6M Low: |
4.600 |
1.580 |
High (YTD): |
5/28/2024 |
4.600 |
Low (YTD): |
8/12/2024 |
1.580 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.740 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.443 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.732 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
173.28% |
Volatility 6M: |
|
85.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |