UniCredit Call 90 HOT 18.12.2024
/ DE000HC84J90
UniCredit Call 90 HOT 18.12.2024/ DE000HC84J90 /
9/23/2024 12:30:07 PM |
Chg.- |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.30EUR |
- |
- Bid Size: - |
- Ask Size: - |
HOCHTIEF AG |
90.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HC84J9 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
HOCHTIEF AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
12/18/2024 |
Issue date: |
7/20/2023 |
Last trading day: |
9/23/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.23 |
Intrinsic value: |
2.16 |
Implied volatility: |
0.38 |
Historic volatility: |
0.25 |
Parity: |
2.16 |
Time value: |
0.14 |
Break-even: |
113.00 |
Moneyness: |
1.24 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
1.32% |
Delta: |
0.92 |
Theta: |
-0.03 |
Omega: |
4.44 |
Rho: |
0.16 |
Quote data
Open: |
2.24 |
High: |
2.30 |
Low: |
2.24 |
Previous Close: |
2.08 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+13.30% |
3 Months |
|
|
+8.49% |
YTD |
|
|
+41.98% |
1 Year |
|
|
+82.54% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.30 |
1.77 |
6M High / 6M Low: |
2.36 |
1.36 |
High (YTD): |
1/24/2024 |
2.40 |
Low (YTD): |
6/11/2024 |
1.36 |
52W High: |
1/24/2024 |
2.40 |
52W Low: |
10/20/2023 |
1.21 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.86 |
Avg. volume 6M: |
|
99.17 |
Avg. price 1Y: |
|
1.79 |
Avg. volume 1Y: |
|
48.58 |
Volatility 1M: |
|
96.45% |
Volatility 6M: |
|
108.41% |
Volatility 1Y: |
|
107.48% |
Volatility 3Y: |
|
- |