UniCredit Call 70 NDA 18.09.2024
/ DE000HC9DA51
UniCredit Call 70 NDA 18.09.2024/ DE000HC9DA51 /
| 2024-07-05 8:24:56 PM |
Chg.+0.08 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
+8.25% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.33 |
| Parity: |
0.89 |
| Time value: |
0.20 |
| Break-even: |
80.90 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
4.81% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
5.83 |
| Rho: |
0.11 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.04 |
| Previous Close: |
0.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.41% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+101.92% |
| YTD |
|
|
-5.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.85 |
| 1M High / 1M Low: |
1.05 |
0.56 |
| 6M High / 6M Low: |
1.27 |
0.15 |
| High (YTD): |
2024-05-20 |
1.27 |
| Low (YTD): |
2024-03-05 |
0.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.78 |
| Avg. volume 1M: |
|
1,037.43 |
| Avg. price 6M: |
|
0.63 |
| Avg. volume 6M: |
|
171.54 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.72% |
| Volatility 6M: |
|
206.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
