UniCredit Call 150 4AB 18.09.2024
/ DE000HD03JN2
UniCredit Call 150 4AB 18.09.2024/ DE000HD03JN2 /
| 2024-05-31 7:37:09 PM |
Chg.+0.140 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
+13.59% |
1.400
Bid Size: 15,000 |
1.410
Ask Size: 15,000 |
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: |
10.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.17 |
| Parity: |
-0.14 |
| Time value: |
1.41 |
| Break-even: |
164.10 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
0.55 |
| Theta: |
-0.07 |
| Omega: |
5.80 |
| Rho: |
0.20 |
Quote data
| Open: |
1.050 |
| High: |
1.170 |
| Low: |
1.050 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.54% |
| 1 Month |
|
|
-28.22% |
| 3 Months |
|
|
-59.79% |
| YTD |
|
|
-12.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
0.950 |
| 1M High / 1M Low: |
1.810 |
0.950 |
| 6M High / 6M Low: |
3.190 |
0.850 |
| High (YTD): |
2024-03-12 |
3.190 |
| Low (YTD): |
2024-05-28 |
0.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.049 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.58% |
| Volatility 6M: |
|
110.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
