UniCredit Call 70 NDA 18.09.2024
/ DE000HC9DA51
UniCredit Call 70 NDA 18.09.2024/ DE000HC9DA51 /
| 2024-06-27 7:37:05 PM |
Chg.-0.090 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-11.54% |
0.680
Bid Size: 8,000 |
0.720
Ask Size: 8,000 |
AURUBIS AG |
70.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9DA5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-09-21 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
0.44 |
| Time value: |
0.38 |
| Break-even: |
78.10 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.04 |
| Spread %: |
5.19% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
6.23 |
| Rho: |
0.10 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.690 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.37% |
| 1 Month |
|
|
-28.13% |
| 3 Months |
|
|
+81.58% |
| YTD |
|
|
-36.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.780 |
| 1M High / 1M Low: |
1.060 |
0.570 |
| 6M High / 6M Low: |
1.270 |
0.150 |
| High (YTD): |
2024-05-20 |
1.270 |
| Low (YTD): |
2024-03-05 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.633 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.11% |
| Volatility 6M: |
|
195.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
