UniCredit Call 45 RNL 18.09.2024
/ DE000HC9XRS7
UniCredit Call 45 RNL 18.09.2024/ DE000HC9XRS7 /
| 2024-07-10 6:31:36 PM |
Chg.+0.010 |
Bid7:03:37 PM |
Ask7:03:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+1.75% |
0.590
Bid Size: 50,000 |
0.600
Ask Size: 50,000 |
RENAULT INH. EO... |
45.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9XRS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| 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: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
0.42 |
| Time value: |
0.16 |
| Break-even: |
50.80 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
6.40 |
| Rho: |
0.06 |
Quote data
| Open: |
0.540 |
| High: |
0.590 |
| Low: |
0.540 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.92% |
| 1 Month |
|
|
-28.40% |
| 3 Months |
|
|
-15.94% |
| YTD |
|
|
+262.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.570 |
| 1M High / 1M Low: |
0.810 |
0.440 |
| 6M High / 6M Low: |
1.010 |
0.055 |
| High (YTD): |
2024-05-30 |
1.010 |
| Low (YTD): |
2024-01-17 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.602 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.413 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.40% |
| Volatility 6M: |
|
194.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
