UniCredit Call 9.855 F 15.01.2025
/ DE000HD0NYJ1
UniCredit Call 9.855 F 15.01.2025/ DE000HD0NYJ1 /
| 2024-08-02 7:32:47 PM |
Chg.-0.300 |
Bid9:56:42 PM |
Ask9:56:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-23.26% |
0.940
Bid Size: 14,000 |
1.500
Ask Size: 14,000 |
Ford Motor Company |
9.855 USD |
2025-01-15 |
Call |
Master data
| WKN: |
HD0NYJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.86 USD |
| Maturity: |
2025-01-15 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2025-01-14 |
| Ratio: |
1:1.01 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.34 |
| Parity: |
0.16 |
| Time value: |
1.35 |
| Break-even: |
10.52 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.56 |
| Spread %: |
58.95% |
| Delta: |
0.61 |
| Theta: |
0.00 |
| Omega: |
3.76 |
| Rho: |
0.02 |
Quote data
| Open: |
1.230 |
| High: |
1.260 |
| Low: |
0.990 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.44% |
| 1 Month |
|
|
-66.78% |
| 3 Months |
|
|
-64.26% |
| YTD |
|
|
-63.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
0.990 |
| 1M High / 1M Low: |
4.570 |
0.990 |
| 6M High / 6M Low: |
4.570 |
0.990 |
| High (YTD): |
2024-07-18 |
4.570 |
| Low (YTD): |
2024-08-02 |
0.990 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.858 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.40% |
| Volatility 6M: |
|
127.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
