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: |
|
- |