UniCredit Call 16 DRIA 18.09.2024
/ DE000HD4D1U2
UniCredit Call 16 DRIA 18.09.2024/ DE000HD4D1U2 /
2024-05-21 3:52:35 PM |
Chg.-0.040 |
Bid2024-05-21 |
Ask2024-05-21 |
Underlying |
Strike price |
Expiration date |
Option type |
2.600EUR |
-1.52% |
2.600 Bid Size: 25,000 |
2.640 Ask Size: 25,000 |
1+1 AG INH O.N. |
16.00 - |
2024-09-18 |
Call |
Master data
WKN: |
HD4D1U |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
1+1 AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 - |
Maturity: |
2024-09-18 |
Issue date: |
2024-04-04 |
Last trading day: |
2024-09-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.46 |
Intrinsic value: |
1.74 |
Implied volatility: |
0.43 |
Historic volatility: |
0.33 |
Parity: |
1.74 |
Time value: |
1.06 |
Break-even: |
18.80 |
Moneyness: |
1.11 |
Premium: |
0.06 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.18 |
Spread %: |
6.87% |
Delta: |
0.72 |
Theta: |
-0.01 |
Omega: |
4.58 |
Rho: |
0.03 |
Quote data
Open: |
2.640 |
High: |
2.670 |
Low: |
2.560 |
Previous Close: |
2.640 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.39% |
1 Month |
|
|
+36.84% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.640 |
2.510 |
1M High / 1M Low: |
2.640 |
1.960 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.572 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.320 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |