UniCredit Call 6 AG1 18.09.2024
/ DE000HD0B7B5
UniCredit Call 6 AG1 18.09.2024/ DE000HD0B7B5 /
| 22/07/2024 19:26:18 |
Chg.+0.170 |
Bid21:59:04 |
Ask21:59:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
+12.59% |
1.360
Bid Size: 3,000 |
1.710
Ask Size: 3,000 |
AUTO1 GROUP SE INH ... |
6.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD0B7B |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AUTO1 GROUP SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
01/11/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.59 |
| Parity: |
1.20 |
| Time value: |
0.35 |
| Break-even: |
7.55 |
| Moneyness: |
1.20 |
| Premium: |
0.05 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.21 |
| Spread %: |
15.67% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
3.63 |
| Rho: |
0.01 |
Quote data
| Open: |
1.460 |
| High: |
1.590 |
| Low: |
1.460 |
| Previous Close: |
1.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
+117.14% |
| 3 Months |
|
|
+322.22% |
| YTD |
|
|
+1.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
1.140 |
| 1M High / 1M Low: |
1.360 |
0.580 |
| 6M High / 6M Low: |
1.910 |
0.060 |
| High (YTD): |
14/05/2024 |
1.910 |
| Low (YTD): |
05/03/2024 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.901 |
| Avg. volume 1M: |
|
600 |
| Avg. price 6M: |
|
0.623 |
| Avg. volume 6M: |
|
251.969 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.64% |
| Volatility 6M: |
|
341.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
