UniCredit Call 11.5 IBE1 18.09.2024
/ DE000HD0A2Z6
UniCredit Call 11.5 IBE1 18.09.20.../ DE000HD0A2Z6 /
| 2024-05-30 7:31:41 PM |
Chg.+0.120 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+18.75% |
0.690
Bid Size: 5,000 |
0.840
Ask Size: 5,000 |
IBERDROLA INH. EO... |
11.50 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD0A2Z |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.17 |
| Parity: |
0.43 |
| Time value: |
0.24 |
| Break-even: |
12.16 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
6.45% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
14.03 |
| Rho: |
0.03 |
Quote data
| Open: |
0.650 |
| High: |
0.760 |
| Low: |
0.650 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.56% |
| 1 Month |
|
|
+55.10% |
| 3 Months |
|
|
+261.90% |
| YTD |
|
|
-14.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.640 |
| 1M High / 1M Low: |
1.030 |
0.490 |
| 6M High / 6M Low: |
1.030 |
0.170 |
| High (YTD): |
2024-05-15 |
1.030 |
| Low (YTD): |
2024-02-28 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.778 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.566 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.83% |
| Volatility 6M: |
|
171.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
