UniCredit Call 42 PHM7 15.01.2025
/ DE000HD1R0H8
UniCredit Call 42 PHM7 15.01.2025/ DE000HD1R0H8 /
| 24/07/2024 13:08:35 |
Chg.- |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALTRIA GRP INC. DL... |
42.00 - |
15/01/2025 |
Call |
Master data
| WKN: |
HD1R0H |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ALTRIA GRP INC. DL-,333 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
15/01/2025 |
| Issue date: |
08/01/2024 |
| Last trading day: |
24/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.17 |
| Parity: |
0.38 |
| Time value: |
0.33 |
| Break-even: |
49.10 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
-0.01 |
| Spread %: |
-1.39% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
4.50 |
| Rho: |
0.11 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+122.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.740 |
0.460 |
| 6M High / 6M Low: |
0.740 |
0.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.337 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.42% |
| Volatility 6M: |
|
153.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
