UniCredit Call 4.5 AG1 18.09.2024
/ DE000HD3M1W8
UniCredit Call 4.5 AG1 18.09.2024/ DE000HD3M1W8 /
| 7/2/2024 12:40:13 PM |
Chg.-0.160 |
Bid9:59:03 PM |
Ask7/2/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.880EUR |
-7.84% |
-
Bid Size: - |
-
Ask Size: - |
AUTO1 GROUP SE INH ... |
4.50 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD3M1W |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AUTO1 GROUP SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 - |
| Maturity: |
9/18/2024 |
| Issue date: |
3/12/2024 |
| Last trading day: |
7/2/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.59 |
| Parity: |
1.55 |
| Time value: |
0.38 |
| Break-even: |
6.43 |
| Moneyness: |
1.34 |
| Premium: |
0.06 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.15 |
| Spread %: |
8.43% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
2.56 |
| Rho: |
0.01 |
Quote data
| Open: |
1.930 |
| High: |
2.000 |
| Low: |
1.880 |
| Previous Close: |
2.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.51% |
| 1 Month |
|
|
-27.13% |
| 3 Months |
|
|
+193.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.530 |
| 1M High / 1M Low: |
2.850 |
1.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
