UniCredit Call 13 SZU 18.09.2024
/ DE000HD1W6B1
UniCredit Call 13 SZU 18.09.2024/ DE000HD1W6B1 /
| 2024-05-28 8:43:36 PM |
Chg.-0.11 |
Bid2024-05-28 |
Ask2024-05-28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.96EUR |
-10.28% |
0.96
Bid Size: 4,000 |
1.03
Ask Size: 4,000 |
SUEDZUCKER AG O.N. |
13.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD1W6B |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-01-17 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.21 |
| Parity: |
0.85 |
| Time value: |
0.32 |
| Break-even: |
14.17 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.13 |
| Spread %: |
12.50% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
9.37 |
| Rho: |
0.03 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
0.96 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.81% |
| 1 Month |
|
|
+45.45% |
| 3 Months |
|
|
-4.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
0.97 |
| 1M High / 1M Low: |
1.26 |
0.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
