UniCredit Call 150 4AB 18.09.2024
/ DE000HD03JN2
UniCredit Call 150 4AB 18.09.2024/ DE000HD03JN2 /
| 2024-06-07 7:36:09 PM |
Chg.+0.200 |
Bid9:58:54 PM |
Ask9:58:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
+10.87% |
2.020
Bid Size: 14,000 |
2.030
Ask Size: 14,000 |
ABBVIE INC. D... |
150.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD03JN |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABBVIE INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.17 |
| Parity: |
0.48 |
| Time value: |
1.46 |
| Break-even: |
169.40 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.61 |
| Theta: |
-0.08 |
| Omega: |
4.90 |
| Rho: |
0.21 |
Quote data
| Open: |
1.910 |
| High: |
2.050 |
| Low: |
1.880 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+74.36% |
| 1 Month |
|
|
+39.73% |
| 3 Months |
|
|
-33.77% |
| YTD |
|
|
+53.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.290 |
| 1M High / 1M Low: |
2.040 |
0.950 |
| 6M High / 6M Low: |
3.190 |
0.950 |
| High (YTD): |
2024-03-12 |
3.190 |
| Low (YTD): |
2024-05-28 |
0.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.078 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.27% |
| Volatility 6M: |
|
114.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
