UniCredit Call 70 SIX2 18.12.2024
/ DE000HD0LJ91
UniCredit Call 70 SIX2 18.12.2024/ DE000HD0LJ91 /
| 7/9/2024 2:22:05 PM |
Chg.-0.080 |
Bid3:04:07 PM |
Ask3:04:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.240EUR |
-3.45% |
2.220
Bid Size: 10,000 |
2.270
Ask Size: 10,000 |
SIXT SE ST O.N. |
70.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD0LJ9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
11/9/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
28.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.31 |
| Parity: |
-1.30 |
| Time value: |
2.45 |
| Break-even: |
72.45 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
6.52% |
| Delta: |
0.51 |
| Theta: |
-0.01 |
| Omega: |
14.22 |
| Rho: |
0.14 |
Quote data
| Open: |
2.350 |
| High: |
2.350 |
| Low: |
2.240 |
| Previous Close: |
2.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.43% |
| 1 Month |
|
|
-21.95% |
| 3 Months |
|
|
-44.83% |
| YTD |
|
|
-48.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.320 |
1.860 |
| 1M High / 1M Low: |
2.950 |
1.860 |
| 6M High / 6M Low: |
4.210 |
1.860 |
| High (YTD): |
1/2/2024 |
4.380 |
| Low (YTD): |
7/2/2024 |
1.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.561 |
| Avg. volume 6M: |
|
5.512 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.25% |
| Volatility 6M: |
|
60.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
