UniCredit Call 75 NDA 18.09.2024
/ DE000HD1YH63
UniCredit Call 75 NDA 18.09.2024/ DE000HD1YH63 /
| 7/30/2024 6:53:39 PM |
Chg.-0.050 |
Bid6:59:58 PM |
Ask6:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-22.73% |
0.160
Bid Size: 25,000 |
0.180
Ask Size: 25,000 |
AURUBIS AG |
75.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD1YH6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
1/18/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.32 |
| Parity: |
-0.33 |
| Time value: |
0.26 |
| Break-even: |
77.60 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.04 |
| Spread %: |
18.18% |
| Delta: |
0.41 |
| Theta: |
-0.04 |
| Omega: |
11.24 |
| Rho: |
0.04 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.160 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
-58.54% |
| 3 Months |
|
|
-73.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.180 |
| 1M High / 1M Low: |
0.710 |
0.180 |
| 6M High / 6M Low: |
0.910 |
0.077 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.206 |
| Avg. volume 1W: |
|
1,800 |
| Avg. price 1M: |
|
0.480 |
| Avg. volume 1M: |
|
428.571 |
| Avg. price 6M: |
|
0.408 |
| Avg. volume 6M: |
|
70.866 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.83% |
| Volatility 6M: |
|
252.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
