UniCredit Call 390 CAT1 15.01.2025
/ DE000HD40499
UniCredit Call 390 CAT1 15.01.202.../ DE000HD40499 /
| 2024-12-20 7:38:16 PM |
Chg.0.000 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
0.00% |
0.290
Bid Size: 12,000 |
0.300
Ask Size: 12,000 |
CATERPILLAR INC. ... |
390.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HD4049 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CATERPILLAR INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
117.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
-3.90 |
| Time value: |
0.30 |
| Break-even: |
393.00 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
4.21 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.17 |
| Theta: |
-0.18 |
| Omega: |
19.43 |
| Rho: |
0.04 |
Quote data
| Open: |
0.260 |
| High: |
0.400 |
| Low: |
0.230 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.41% |
| 1 Month |
|
|
-82.99% |
| 3 Months |
|
|
-77.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.330 |
| 1M High / 1M Low: |
2.590 |
0.330 |
| 6M High / 6M Low: |
3.650 |
0.330 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.412 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.64% |
| Volatility 6M: |
|
325.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
