UniCredit Call 42 PAH3 18.09.2024
/ DE000HD0LHQ5
UniCredit Call 42 PAH3 18.09.2024/ DE000HD0LHQ5 /
| 2024-07-22 7:37:51 PM |
Chg.+0.060 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.940EUR |
+3.19% |
1.940
Bid Size: 4,000 |
2.030
Ask Size: 4,000 |
PORSCHE AUTOM.HLDG V... |
42.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD0LHQ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-11-09 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
22.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
0.53 |
| Time value: |
1.40 |
| Break-even: |
43.93 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.06 |
| Spread %: |
3.21% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
13.18 |
| Rho: |
0.04 |
Quote data
| Open: |
2.030 |
| High: |
2.030 |
| Low: |
1.890 |
| Previous Close: |
1.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.22% |
| 1 Month |
|
|
-3.48% |
| 3 Months |
|
|
-41.39% |
| YTD |
|
|
-31.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.210 |
1.880 |
| 1M High / 1M Low: |
2.300 |
1.730 |
| 6M High / 6M Low: |
3.890 |
1.730 |
| High (YTD): |
2024-05-28 |
3.890 |
| Low (YTD): |
2024-06-27 |
1.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.002 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.935 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.06% |
| Volatility 6M: |
|
103.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
