UniCredit Call 90 GXI 18.12.2024
/ DE000HD0UXY7
UniCredit Call 90 GXI 18.12.2024/ DE000HD0UXY7 /
| 17/09/2024 19:48:55 |
Chg.+0.21 |
Bid20:00:26 |
Ask20:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
+14.58% |
1.64
Bid Size: 6,000 |
1.71
Ask Size: 6,000 |
GERRESHEIMER AG |
90.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD0UXY |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
21/11/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.39 |
| Parity: |
0.98 |
| Time value: |
0.72 |
| Break-even: |
106.90 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.44 |
| Spread %: |
35.20% |
| Delta: |
0.70 |
| Theta: |
-0.06 |
| Omega: |
4.14 |
| Rho: |
0.13 |
Quote data
| Open: |
1.47 |
| High: |
1.67 |
| Low: |
1.47 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.62% |
| 1 Month |
|
|
+27.91% |
| 3 Months |
|
|
-4.62% |
| YTD |
|
|
-9.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.44 |
| 1M High / 1M Low: |
1.86 |
1.05 |
| 6M High / 6M Low: |
2.57 |
1.03 |
| High (YTD): |
06/03/2024 |
2.79 |
| Low (YTD): |
02/08/2024 |
1.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.47% |
| Volatility 6M: |
|
162.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
