UniCredit Call 70 NDA 18.09.2024
/ DE000HC9DA51
UniCredit Call 70 NDA 18.09.2024/ DE000HC9DA51 /
| 7/11/2024 11:35:44 AM |
Chg.0.000 |
Bid9:59:05 PM |
Ask7/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9DA5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
9/21/2023 |
| Last trading day: |
7/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.32 |
| Parity: |
0.90 |
| Time value: |
0.22 |
| Break-even: |
81.10 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.08 |
| Spread %: |
7.77% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
5.65 |
| Rho: |
0.09 |
Quote data
| Open: |
1.120 |
| High: |
1.120 |
| Low: |
1.100 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.91% |
| 1 Month |
|
|
+92.98% |
| 3 Months |
|
|
+44.74% |
| YTD |
|
|
+1.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
1.010 |
| 1M High / 1M Low: |
1.100 |
0.620 |
| 6M High / 6M Low: |
1.270 |
0.150 |
| High (YTD): |
5/20/2024 |
1.270 |
| Low (YTD): |
3/5/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.634 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.29% |
| Volatility 6M: |
|
204.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
