UniCredit Call 140 4AB 18.09.2024
/ DE000HD0BJC2
UniCredit Call 140 4AB 18.09.2024/ DE000HD0BJC2 /
| 2024-06-03 9:59:21 AM |
Chg.+0.250 |
Bid10:00:09 AM |
Ask10:00:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
+13.23% |
2.120
Bid Size: 6,000 |
2.170
Ask Size: 6,000 |
ABBVIE INC. D... |
140.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD0BJC |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABBVIE INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.17 |
| Parity: |
0.86 |
| Time value: |
1.29 |
| Break-even: |
161.50 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.65 |
| Theta: |
-0.08 |
| Omega: |
4.51 |
| Rho: |
0.22 |
Quote data
| Open: |
2.130 |
| High: |
2.140 |
| Low: |
2.130 |
| Previous Close: |
1.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.23% |
| 1 Month |
|
|
-11.93% |
| 3 Months |
|
|
-42.32% |
| YTD |
|
|
+12.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.600 |
| 1M High / 1M Low: |
2.600 |
1.600 |
| 6M High / 6M Low: |
4.020 |
1.380 |
| High (YTD): |
2024-03-12 |
4.020 |
| Low (YTD): |
2024-05-28 |
1.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.782 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.78% |
| Volatility 6M: |
|
87.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
