UniCredit Call 65 NDA 18.09.2024
/ DE000HD25T99
UniCredit Call 65 NDA 18.09.2024/ DE000HD25T99 /
| 2024-07-08 2:29:08 PM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
65.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD25T9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-07-08 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.32 |
| Parity: |
0.67 |
| Time value: |
0.84 |
| Break-even: |
80.10 |
| Moneyness: |
1.10 |
| Premium: |
0.12 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.09 |
| Spread %: |
6.34% |
| Delta: |
0.68 |
| Theta: |
-0.11 |
| Omega: |
3.21 |
| Rho: |
0.05 |
Quote data
| Open: |
1.40 |
| High: |
1.50 |
| Low: |
1.40 |
| Previous Close: |
1.46 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+43.27% |
| 3 Months |
|
|
+14.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.49 |
1.25 |
| 6M High / 6M Low: |
1.67 |
0.27 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.91 |
| Avg. volume 6M: |
|
283.84 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.35% |
| Volatility 6M: |
|
177.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
