UniCredit Call 95 HEI 18.09.2024
/ DE000HD4M3U7
UniCredit Call 95 HEI 18.09.2024/ DE000HD4M3U7 /
| 7/26/2024 1:18:18 PM |
Chg.+0.44 |
Bid3:01:32 PM |
Ask3:01:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.18EUR |
+9.28% |
5.42
Bid Size: 12,000 |
5.49
Ask Size: 12,000 |
HEIDELBERG MATERIALS... |
95.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD4M3U |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
4/12/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
20.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.30 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.23 |
| Parity: |
2.86 |
| Time value: |
1.96 |
| Break-even: |
99.82 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.21 |
| Spread %: |
4.56% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
14.12 |
| Rho: |
0.09 |
Quote data
| Open: |
4.56 |
| High: |
5.18 |
| Low: |
4.56 |
| Previous Close: |
4.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.60% |
| 1 Month |
|
|
+38.13% |
| 3 Months |
|
|
+32.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.34 |
4.74 |
| 1M High / 1M Low: |
6.47 |
3.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
