UniCredit Call 70 BNR 18.09.2024
/ DE000HC9K2X2
UniCredit Call 70 BNR 18.09.2024/ DE000HC9K2X2 /
| 8/2/2024 4:46:23 PM |
Chg.+0.013 |
Bid5:35:04 PM |
Ask5:35:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
+26.00% |
0.040
Bid Size: 15,000 |
0.120
Ask Size: 15,000 |
BRENNTAG SE NA O.N. |
70.00 - |
9/18/2024 |
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: |
9/18/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
59.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-0.49 |
| Time value: |
0.11 |
| Break-even: |
71.10 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.09 |
| Spread %: |
450.00% |
| Delta: |
0.27 |
| Theta: |
-0.03 |
| Omega: |
16.27 |
| Rho: |
0.02 |
Quote data
| Open: |
0.010 |
| High: |
0.065 |
| Low: |
0.005 |
| Previous Close: |
0.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
+31.25% |
| 3 Months |
|
|
-91.13% |
| YTD |
|
|
-95.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.050 |
| 1M High / 1M Low: |
0.090 |
0.030 |
| 6M High / 6M Low: |
1.710 |
0.030 |
| High (YTD): |
3/1/2024 |
1.710 |
| Low (YTD): |
7/19/2024 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.059 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.628 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
642.32% |
| Volatility 6M: |
|
308.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
