UniCredit Call 62 BNR 18.12.2024
/ DE000HD7Y4K9
UniCredit Call 62 BNR 18.12.2024/ DE000HD7Y4K9 /
| 08/11/2024 21:03:48 |
Chg.+0.060 |
Bid21:59:05 |
Ask21:59:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+66.67% |
0.150
Bid Size: 15,000 |
0.200
Ask Size: 15,000 |
BRENNTAG SE NA O.N. |
62.00 EUR |
18/12/2024 |
Call |
Master data
| WKN: |
HD7Y4K |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 EUR |
| Maturity: |
18/12/2024 |
| Issue date: |
15/08/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-0.10 |
| Time value: |
0.20 |
| Break-even: |
64.00 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.05 |
| Spread %: |
33.33% |
| Delta: |
0.47 |
| Theta: |
-0.03 |
| Omega: |
14.22 |
| Rho: |
0.03 |
Quote data
| Open: |
0.130 |
| High: |
0.180 |
| Low: |
0.130 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-68.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.090 |
| 1M High / 1M Low: |
0.490 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
