UniCredit Call 65 IFX 17.06.2026
/ DE000HD1CN46
UniCredit Call 65 IFX 17.06.2026/ DE000HD1CN46 /
| 2024-07-26 7:34:27 PM |
Chg.+0.001 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
+1.89% |
0.051
Bid Size: 100,000 |
0.079
Ask Size: 100,000 |
INFINEON TECH.AG NA ... |
65.00 - |
2026-06-17 |
Call |
Master data
| WKN: |
HD1CN4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
2026-06-17 |
| Issue date: |
2023-12-22 |
| Last trading day: |
2026-06-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
38.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.36 |
| Parity: |
-3.43 |
| Time value: |
0.08 |
| Break-even: |
65.79 |
| Moneyness: |
0.47 |
| Premium: |
1.14 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.03 |
| Spread %: |
54.90% |
| Delta: |
0.13 |
| Theta: |
0.00 |
| Omega: |
4.96 |
| Rho: |
0.06 |
Quote data
| Open: |
0.051 |
| High: |
0.057 |
| Low: |
0.051 |
| Previous Close: |
0.053 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.50% |
| 1 Month |
|
|
-50.91% |
| 3 Months |
|
|
-55.00% |
| YTD |
|
|
-76.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.053 |
| 1M High / 1M Low: |
0.140 |
0.053 |
| 6M High / 6M Low: |
0.200 |
0.053 |
| High (YTD): |
2024-01-02 |
0.210 |
| Low (YTD): |
2024-07-25 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
1,363.636 |
| Avg. price 6M: |
|
0.130 |
| Avg. volume 6M: |
|
629.921 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.38% |
| Volatility 6M: |
|
195.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
