UniCredit Call 52 AZ2 18.09.2024
/ DE000HD53TG0
UniCredit Call 52 AZ2 18.09.2024/ DE000HD53TG0 /
| 2024-07-31 6:16:29 PM |
Chg.+0.070 |
Bid6:51:39 PM |
Ask6:51:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+10.14% |
0.760
Bid Size: 14,000 |
0.800
Ask Size: 14,000 |
ANDRITZ AG |
52.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD53TG |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
0.68 |
| Time value: |
0.11 |
| Break-even: |
59.80 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
13.04% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
6.27 |
| Rho: |
0.06 |
Quote data
| Open: |
0.760 |
| High: |
0.790 |
| Low: |
0.730 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.02% |
| 1 Month |
|
|
+8.57% |
| 3 Months |
|
|
+137.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.470 |
| 1M High / 1M Low: |
0.730 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
