UniCredit Call 95 HEI 18.09.2024
/ DE000HD4M3U7
UniCredit Call 95 HEI 18.09.2024/ DE000HD4M3U7 /
8/30/2024 8:28:29 PM |
Chg.+0.09 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.52EUR |
+3.70% |
2.56 Bid Size: 2,000 |
2.77 Ask Size: 2,000 |
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: |
34.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.37 |
Intrinsic value: |
0.66 |
Implied volatility: |
0.28 |
Historic volatility: |
0.23 |
Parity: |
0.66 |
Time value: |
2.11 |
Break-even: |
97.77 |
Moneyness: |
1.01 |
Premium: |
0.02 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.21 |
Spread %: |
8.20% |
Delta: |
0.57 |
Theta: |
-0.07 |
Omega: |
19.63 |
Rho: |
0.03 |
Quote data
Open: |
2.39 |
High: |
2.55 |
Low: |
2.29 |
Previous Close: |
2.43 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.87% |
1 Month |
|
|
-37.16% |
3 Months |
|
|
-41.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.52 |
1.73 |
1M High / 1M Low: |
4.01 |
0.81 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.65 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
339.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |