UniCredit Call 15 REP 18.12.2024
/ DE000HD1TEH2
UniCredit Call 15 REP 18.12.2024/ DE000HD1TEH2 /
2024-05-20 8:54:49 PM |
Chg.- |
Bid10:26:05 AM |
Ask10:26:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
- |
0.930 Bid Size: 45,000 |
0.940 Ask Size: 45,000 |
REPSOL S.A. INH. ... |
15.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HD1TEH |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
REPSOL S.A. INH. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2024-01-11 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.21 |
Parity: |
-0.04 |
Time value: |
1.02 |
Break-even: |
16.02 |
Moneyness: |
1.00 |
Premium: |
0.07 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.07 |
Spread %: |
7.37% |
Delta: |
0.58 |
Theta: |
0.00 |
Omega: |
8.52 |
Rho: |
0.04 |
Quote data
Open: |
1.060 |
High: |
1.060 |
Low: |
0.970 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.02% |
1 Month |
|
|
-14.16% |
3 Months |
|
|
+29.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.850 |
1M High / 1M Low: |
1.290 |
0.840 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.928 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.996 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |