UniCredit Call 170 SEJ1 18.09.2024
/ DE000HD0NRG1
UniCredit Call 170 SEJ1 18.09.202.../ DE000HD0NRG1 /
| 2024-05-10 2:56:40 PM |
Chg.+0.210 |
Bid9:59:13 PM |
Ask2024-05-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.610EUR |
+4.77% |
-
Bid Size: - |
-
Ask Size: - |
SAFRAN INH. EO... |
170.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD0NRG |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SAFRAN INH. EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.60 |
| Intrinsic value: |
4.41 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
4.41 |
| Time value: |
0.23 |
| Break-even: |
216.40 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.27 |
| Spread %: |
6.18% |
| Delta: |
0.97 |
| Theta: |
-0.03 |
| Omega: |
4.46 |
| Rho: |
0.48 |
Quote data
| Open: |
4.560 |
| High: |
4.690 |
| Low: |
4.560 |
| Previous Close: |
4.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.27% |
| 3 Months |
|
|
+55.74% |
| YTD |
|
|
+319.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.610 |
3.590 |
| 6M High / 6M Low: |
4.610 |
1.040 |
| High (YTD): |
2024-05-10 |
4.610 |
| Low (YTD): |
2024-01-05 |
1.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.618 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.67% |
| Volatility 6M: |
|
94.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
