UniCredit Call 200 SEJ1 18.09.2024
/ DE000HC9XRY5
UniCredit Call 200 SEJ1 18.09.202.../ DE000HC9XRY5 /
| 2024-05-28 7:28:35 PM |
Chg.-0.22 |
Bid8:03:02 PM |
Ask8:03:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
-9.52% |
2.10
Bid Size: 3,000 |
2.14
Ask Size: 3,000 |
SAFRAN INH. EO... |
200.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9XRY |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SAFRAN INH. EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
1.87 |
| Time value: |
0.50 |
| Break-even: |
223.70 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.07 |
| Spread %: |
3.04% |
| Delta: |
0.82 |
| Theta: |
-0.05 |
| Omega: |
7.57 |
| Rho: |
0.48 |
Quote data
| Open: |
2.08 |
| High: |
2.10 |
| Low: |
1.99 |
| Previous Close: |
2.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.42% |
| 1 Month |
|
|
+20.81% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
+533.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.31 |
1.91 |
| 1M High / 1M Low: |
2.31 |
1.37 |
| 6M High / 6M Low: |
2.31 |
0.29 |
| High (YTD): |
2024-05-27 |
2.31 |
| Low (YTD): |
2024-01-05 |
0.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.24% |
| Volatility 6M: |
|
141.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
