UniCredit Call 90 SNW 18.09.2024
/ DE000HD0CFC8
UniCredit Call 90 SNW 18.09.2024/ DE000HD0CFC8 /
| 16/08/2024 20:57:38 |
Chg.+0.020 |
Bid16/08/2024 |
Ask16/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+2.25% |
0.910
Bid Size: 10,000 |
0.920
Ask Size: 10,000 |
SANOFI SA INHABER ... |
90.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD0CFC |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
02/11/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
0.80 |
| Time value: |
0.11 |
| Break-even: |
99.00 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
9.19 |
| Rho: |
0.07 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.910 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.33% |
| 1 Month |
|
|
+78.43% |
| 3 Months |
|
|
+93.62% |
| YTD |
|
|
+49.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.670 |
| 1M High / 1M Low: |
0.930 |
0.510 |
| 6M High / 6M Low: |
0.930 |
0.240 |
| High (YTD): |
12/01/2024 |
0.970 |
| Low (YTD): |
18/04/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.690 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.467 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.28% |
| Volatility 6M: |
|
221.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
