UniCredit Call 16 REP 18.12.2024
/ DE000HD1YJW0
UniCredit Call 16 REP 18.12.2024/ DE000HD1YJW0 /
| 2024-05-16 7:40:40 PM |
Chg.-0.030 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-5.45% |
0.500
Bid Size: 8,000 |
0.570
Ask Size: 8,000 |
REPSOL S.A. INH. ... |
16.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD1YJW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-18 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
-1.32 |
| Time value: |
0.60 |
| Break-even: |
16.60 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.07 |
| Spread %: |
13.21% |
| Delta: |
0.38 |
| Theta: |
0.00 |
| Omega: |
9.40 |
| Rho: |
0.03 |
Quote data
| Open: |
0.550 |
| High: |
0.570 |
| Low: |
0.500 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-44.09% |
| 3 Months |
|
|
+10.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.550 |
| 1M High / 1M Low: |
0.930 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.683 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
