UniCredit Call 75 SIX2 18.09.2024
/ DE000HD4MAU2
UniCredit Call 75 SIX2 18.09.2024/ DE000HD4MAU2 /
8/2/2024 2:20:18 PM |
Chg.+0.040 |
Bid2:44:01 PM |
Ask2:44:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
+12.12% |
0.350 Bid Size: 10,000 |
0.430 Ask Size: 10,000 |
SIXT SE ST O.N. |
75.00 - |
9/18/2024 |
Call |
Master data
WKN: |
HD4MAU |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SIXT SE ST O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 - |
Maturity: |
9/18/2024 |
Issue date: |
4/12/2024 |
Last trading day: |
9/17/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
122.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.30 |
Parity: |
-12.30 |
Time value: |
0.51 |
Break-even: |
75.51 |
Moneyness: |
0.84 |
Premium: |
0.20 |
Premium p.a.: |
3.24 |
Spread abs.: |
0.17 |
Spread %: |
50.00% |
Delta: |
0.12 |
Theta: |
-0.02 |
Omega: |
15.13 |
Rho: |
0.01 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.370 |
Previous Close: |
0.330 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.19% |
1 Month |
|
|
-65.42% |
3 Months |
|
|
-95.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.330 |
1M High / 1M Low: |
1.500 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.480 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.881 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
285.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |