UniCredit Call 4 EJT1 18.09.2024
/ DE000HD03430
UniCredit Call 4 EJT1 18.09.2024/ DE000HD03430 /
| 12/07/2024 09:19:25 |
Chg.- |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
EASYJET PLC LS-,272... |
4.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD0343 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
EASYJET PLC LS-,27285714 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
12/07/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
1.32 |
| Historic volatility: |
0.34 |
| Parity: |
0.78 |
| Time value: |
0.45 |
| Break-even: |
5.23 |
| Moneyness: |
1.20 |
| Premium: |
0.09 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
0.10 |
| Spread %: |
8.85% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
2.86 |
| Rho: |
0.00 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+23.16% |
| 3 Months |
|
|
-26.42% |
| YTD |
|
|
-26.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.17 |
0.90 |
| 6M High / 6M Low: |
2.22 |
0.73 |
| High (YTD): |
08/04/2024 |
2.22 |
| Low (YTD): |
02/07/2024 |
0.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.96% |
| Volatility 6M: |
|
107.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
