UniCredit Call 70 BNR 18.09.2024
/ DE000HC9K2X2
UniCredit Call 70 BNR 18.09.2024/ DE000HC9K2X2 /
| 09/07/2024 10:53:42 |
Chg.+0.002 |
Bid11:07:19 |
Ask11:07:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
+4.26% |
0.050
Bid Size: 125,000 |
0.058
Ask Size: 125,000 |
BRENNTAG SE NA O.N. |
70.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9K2X |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
84.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.63 |
| Time value: |
0.08 |
| Break-even: |
70.75 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.04 |
| Spread %: |
102.70% |
| Delta: |
0.21 |
| Theta: |
-0.01 |
| Omega: |
18.02 |
| Rho: |
0.02 |
Quote data
| Open: |
0.039 |
| High: |
0.049 |
| Low: |
0.039 |
| Previous Close: |
0.047 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.08% |
| 1 Month |
|
|
-62.31% |
| 3 Months |
|
|
-93.80% |
| YTD |
|
|
-96.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.064 |
0.047 |
| 1M High / 1M Low: |
0.180 |
0.047 |
| 6M High / 6M Low: |
1.710 |
0.047 |
| High (YTD): |
01/03/2024 |
1.710 |
| Low (YTD): |
08/07/2024 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.811 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.28% |
| Volatility 6M: |
|
165.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
