UniCredit Call 9.855 F 15.01.2025
/ DE000HD0NYJ1
UniCredit Call 9.855 F 15.01.2025/ DE000HD0NYJ1 /
10/09/2024 12:25:39 |
Chg.-0.060 |
Bid10/09/2024 |
Ask10/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.240EUR |
-4.62% |
1.240 Bid Size: 8,000 |
1.830 Ask Size: 8,000 |
Ford Motor Company |
9.855 USD |
15/01/2025 |
Call |
Master data
WKN: |
HD0NYJ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Ford Motor Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.86 USD |
Maturity: |
15/01/2025 |
Issue date: |
13/11/2023 |
Last trading day: |
14/01/2025 |
Ratio: |
1:1.01 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.24 |
Intrinsic value: |
0.74 |
Implied volatility: |
0.42 |
Historic volatility: |
0.34 |
Parity: |
0.74 |
Time value: |
0.67 |
Break-even: |
10.32 |
Moneyness: |
1.08 |
Premium: |
0.07 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.15 |
Spread %: |
11.90% |
Delta: |
0.69 |
Theta: |
0.00 |
Omega: |
4.78 |
Rho: |
0.02 |
Quote data
Open: |
1.220 |
High: |
1.250 |
Low: |
1.220 |
Previous Close: |
1.300 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-14.48% |
1 Month |
|
|
+12.73% |
3 Months |
|
|
-54.91% |
YTD |
|
|
-54.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.460 |
1.220 |
1M High / 1M Low: |
1.620 |
0.950 |
6M High / 6M Low: |
4.570 |
0.730 |
High (YTD): |
18/07/2024 |
4.570 |
Low (YTD): |
05/08/2024 |
0.730 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.350 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.357 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.529 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.53% |
Volatility 6M: |
|
138.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |