UniCredit Call 160 4AB 18.09.2024
/ DE000HD03JP7
UniCredit Call 160 4AB 18.09.2024/ DE000HD03JP7 /
| 2024-05-31 7:31:55 PM |
Chg.+0.090 |
Bid8:52:45 AM |
Ask8:52:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+16.67% |
0.770
Bid Size: 4,000 |
0.830
Ask Size: 4,000 |
ABBVIE INC. D... |
160.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD03JP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABBVIE INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.17 |
| Parity: |
-1.14 |
| Time value: |
0.81 |
| Break-even: |
168.10 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.42 |
| Theta: |
-0.06 |
| Omega: |
7.65 |
| Rho: |
0.16 |
Quote data
| Open: |
0.540 |
| High: |
0.630 |
| Low: |
0.540 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.62% |
| 1 Month |
|
|
-39.42% |
| 3 Months |
|
|
-70.97% |
| YTD |
|
|
-26.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.490 |
| 1M High / 1M Low: |
1.120 |
0.490 |
| 6M High / 6M Low: |
2.440 |
0.490 |
| High (YTD): |
2024-03-12 |
2.440 |
| Low (YTD): |
2024-05-28 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.437 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.17% |
| Volatility 6M: |
|
133.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
