UniCredit Call 13 REP 18.12.2024
/ DE000HD1TEF6
UniCredit Call 13 REP 18.12.2024/ DE000HD1TEF6 /
| 2024-05-20 7:30:36 PM |
Chg.+0.040 |
Bid9:59:32 PM |
Ask9:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.210EUR |
+1.84% |
2.170
Bid Size: 4,000 |
2.240
Ask Size: 4,000 |
REPSOL S.A. INH. ... |
13.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD1TEF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.21 |
| Parity: |
1.87 |
| Time value: |
0.35 |
| Break-even: |
15.22 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
3.26% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
6.17 |
| Rho: |
0.07 |
Quote data
| Open: |
2.310 |
| High: |
2.320 |
| Low: |
2.190 |
| Previous Close: |
2.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.34% |
| 1 Month |
|
|
-5.96% |
| 3 Months |
|
|
+37.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.240 |
1.970 |
| 1M High / 1M Low: |
2.450 |
1.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
