UniCredit Call 8.5 UAA 15.01.2025
/ DE000HD8AUW2
UniCredit Call 8.5 UAA 15.01.2025/ DE000HD8AUW2 /
| 11/15/2024 7:35:40 PM |
Chg.-0.180 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
-10.98% |
1.610
Bid Size: 3,000 |
1.880
Ask Size: 3,000 |
Under Armour Inc |
8.50 USD |
1/15/2025 |
Call |
Master data
| WKN: |
HD8AUW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Under Armour Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 USD |
| Maturity: |
1/15/2025 |
| Issue date: |
8/28/2024 |
| Last trading day: |
1/14/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.50 |
| Parity: |
1.37 |
| Time value: |
0.51 |
| Break-even: |
9.95 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.27 |
| Spread %: |
16.77% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
3.80 |
| Rho: |
0.01 |
Quote data
| Open: |
1.350 |
| High: |
1.460 |
| Low: |
1.340 |
| Previous Close: |
1.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.35% |
| 1 Month |
|
|
+1.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.640 |
1.180 |
| 1M High / 1M Low: |
1.640 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
