UniCredit Call 45 PHM7 15.01.2025
/ DE000HC3SP87
UniCredit Call 45 PHM7 15.01.2025/ DE000HC3SP87 /
| 23/08/2024 20:38:07 |
Chg.- |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALTRIA GRP INC. DL... |
45.00 - |
15/01/2025 |
Call |
Master data
| WKN: |
HC3SP8 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ALTRIA GRP INC. DL-,333 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
15/01/2025 |
| Issue date: |
03/02/2023 |
| Last trading day: |
23/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.17 |
| Parity: |
0.25 |
| Time value: |
0.41 |
| Break-even: |
51.60 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
-0.02 |
| Spread %: |
-2.94% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
4.66 |
| Rho: |
0.08 |
Quote data
| Open: |
0.640 |
| High: |
0.670 |
| Low: |
0.640 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.20% |
| 3 Months |
|
|
+230.00% |
| YTD |
|
|
+450.00% |
| 1 Year |
|
|
+120.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.660 |
0.580 |
| 6M High / 6M Low: |
0.660 |
0.093 |
| High (YTD): |
23/08/2024 |
0.660 |
| Low (YTD): |
04/03/2024 |
0.048 |
| 52W High: |
23/08/2024 |
0.660 |
| 52W Low: |
04/03/2024 |
0.048 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.614 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.291 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.217 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
53.30% |
| Volatility 6M: |
|
140.79% |
| Volatility 1Y: |
|
174.50% |
| Volatility 3Y: |
|
- |
