UniCredit Call 80 SIX2 18.09.2024
/ DE000HD04P31
UniCredit Call 80 SIX2 18.09.2024/ DE000HD04P31 /
| 28/06/2024 19:32:14 |
Chg.-0.017 |
Bid21:59:10 |
Ask21:59:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
-21.79% |
0.055
Bid Size: 15,000 |
0.082
Ask Size: 15,000 |
SIXT SE ST O.N. |
80.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD04P3 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
24/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
69.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.31 |
| Parity: |
-1.26 |
| Time value: |
0.10 |
| Break-even: |
80.97 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.03 |
| Spread %: |
38.57% |
| Delta: |
0.18 |
| Theta: |
-0.02 |
| Omega: |
12.33 |
| Rho: |
0.02 |
Quote data
| Open: |
0.084 |
| High: |
0.084 |
| Low: |
0.061 |
| Previous Close: |
0.078 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.08% |
| 1 Month |
|
|
-75.60% |
| 3 Months |
|
|
-95.79% |
| YTD |
|
|
-97.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.078 |
| 1M High / 1M Low: |
0.270 |
0.078 |
| 6M High / 6M Low: |
2.450 |
0.078 |
| High (YTD): |
02/01/2024 |
2.410 |
| Low (YTD): |
27/06/2024 |
0.078 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.031 |
| Avg. volume 6M: |
|
72.441 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.70% |
| Volatility 6M: |
|
202.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
