UniCredit Call 45 CIS 14.01.2026
/ DE000HD5HY77
UniCredit Call 45 CIS 14.01.2026/ DE000HD5HY77 /
| 11/7/2024 7:27:59 PM |
Chg.0.000 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
0.00% |
1.400
Bid Size: 50,000 |
1.410
Ask Size: 50,000 |
CISCO SYSTEMS DL-... |
45.00 - |
1/14/2026 |
Call |
Master data
| WKN: |
HD5HY7 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
1/14/2026 |
| Issue date: |
5/13/2024 |
| Last trading day: |
1/13/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
0.89 |
| Time value: |
0.51 |
| Break-even: |
59.00 |
| Moneyness: |
1.20 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
2.98 |
| Rho: |
0.33 |
Quote data
| Open: |
1.390 |
| High: |
1.400 |
| Low: |
1.370 |
| Previous Close: |
1.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.97% |
| 1 Month |
|
|
+42.27% |
| 3 Months |
|
|
+146.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
1.160 |
| 1M High / 1M Low: |
1.380 |
0.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
