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: |
|
- |
