UniCredit Call 7.5 AG1 18.09.2024
/ DE000HD4JRL1
UniCredit Call 7.5 AG1 18.09.2024/ DE000HD4JRL1 /
23/07/2024 12:47:26 |
Chg.+0.020 |
Bid23/07/2024 |
Ask23/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
+3.64% |
0.570 Bid Size: 15,000 |
0.590 Ask Size: 15,000 |
AUTO1 GROUP SE INH ... |
7.50 - |
18/09/2024 |
Call |
Master data
WKN: |
HD4JRL |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
AUTO1 GROUP SE INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 - |
Maturity: |
18/09/2024 |
Issue date: |
11/04/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.72 |
Historic volatility: |
0.59 |
Parity: |
-0.21 |
Time value: |
0.75 |
Break-even: |
8.25 |
Moneyness: |
0.97 |
Premium: |
0.13 |
Premium p.a.: |
1.21 |
Spread abs.: |
0.35 |
Spread %: |
87.50% |
Delta: |
0.52 |
Theta: |
-0.01 |
Omega: |
5.10 |
Rho: |
0.00 |
Quote data
Open: |
0.570 |
High: |
0.570 |
Low: |
0.570 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+50.00% |
1 Month |
|
|
+119.23% |
3 Months |
|
|
+338.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.380 |
1M High / 1M Low: |
0.550 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.450 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.321 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
355.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |