UniCredit Call 95 SNW 18.09.2024
/ DE000HD2F3Q6
UniCredit Call 95 SNW 18.09.2024/ DE000HD2F3Q6 /
| 2024-08-16 6:23:27 PM |
Chg.+0.030 |
Bid2024-08-16 |
Ask2024-08-16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+6.52% |
0.490
Bid Size: 25,000 |
0.500
Ask Size: 25,000 |
SANOFI SA INHABER ... |
95.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD2F3Q |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
0.30 |
| Time value: |
0.19 |
| Break-even: |
99.80 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
0.69 |
| Theta: |
-0.05 |
| Omega: |
14.03 |
| Rho: |
0.06 |
Quote data
| Open: |
0.480 |
| High: |
0.500 |
| Low: |
0.470 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.64% |
| 1 Month |
|
|
+88.46% |
| 3 Months |
|
|
+88.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.340 |
| 1M High / 1M Low: |
0.510 |
0.260 |
| 6M High / 6M Low: |
0.510 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.360 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.71% |
| Volatility 6M: |
|
244.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
