UniCredit Call 45 PAH3 18.09.2024
/ DE000HC9Z6F3
UniCredit Call 45 PAH3 18.09.2024/ DE000HC9Z6F3 /
| 2024-07-22 7:36:09 PM |
Chg.0.000 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
PORSCHE AUTOM.HLDG V... |
45.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9Z6F |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
49.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-2.47 |
| Time value: |
0.86 |
| Break-even: |
45.86 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.06 |
| Spread %: |
7.50% |
| Delta: |
0.32 |
| Theta: |
-0.01 |
| Omega: |
16.06 |
| Rho: |
0.02 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.790 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.99% |
| 1 Month |
|
|
-22.86% |
| 3 Months |
|
|
-69.55% |
| YTD |
|
|
-63.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.810 |
| 1M High / 1M Low: |
1.090 |
0.730 |
| 6M High / 6M Low: |
3.080 |
0.730 |
| High (YTD): |
2024-04-09 |
3.080 |
| Low (YTD): |
2024-07-09 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.922 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.123 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.66% |
| Volatility 6M: |
|
142.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
