UniCredit Call 60 CIS 15.01.2025
/ DE000HC3L8L9
UniCredit Call 60 CIS 15.01.2025/ DE000HC3L8L9 /
08/11/2024 20:16:28 |
Chg.0.000 |
Bid21:03:48 |
Ask21:03:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
0.00% |
0.150 Bid Size: 100,000 |
0.160 Ask Size: 100,000 |
CISCO SYSTEMS DL-... |
60.00 - |
15/01/2025 |
Call |
Master data
WKN: |
HC3L8L |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 - |
Maturity: |
15/01/2025 |
Issue date: |
27/01/2023 |
Last trading day: |
14/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
33.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.19 |
Parity: |
-0.62 |
Time value: |
0.16 |
Break-even: |
61.60 |
Moneyness: |
0.90 |
Premium: |
0.14 |
Premium p.a.: |
1.07 |
Spread abs.: |
0.01 |
Spread %: |
6.67% |
Delta: |
0.30 |
Theta: |
-0.02 |
Omega: |
10.11 |
Rho: |
0.03 |
Quote data
Open: |
0.140 |
High: |
0.150 |
Low: |
0.140 |
Previous Close: |
0.150 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+63.04% |
1 Month |
|
|
+316.67% |
3 Months |
|
|
+500.00% |
YTD |
|
|
-6.25% |
1 Year |
|
|
-48.28% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.092 |
1M High / 1M Low: |
0.160 |
0.036 |
6M High / 6M Low: |
0.160 |
0.010 |
High (YTD): |
29/01/2024 |
0.190 |
Low (YTD): |
27/05/2024 |
0.010 |
52W High: |
15/11/2023 |
0.300 |
52W Low: |
27/05/2024 |
0.010 |
Avg. price 1W: |
|
0.120 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.091 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.038 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.080 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
415.69% |
Volatility 6M: |
|
339.81% |
Volatility 1Y: |
|
274.38% |
Volatility 3Y: |
|
- |