UniCredit Call 160 ABBV 18.09.2024
/ DE000HD03JP7
UniCredit Call 160 ABBV 18.09.202.../ DE000HD03JP7 /
| 2024-05-03 11:54:13 AM |
Chg.+0.080 |
Bid1:29:13 PM |
Ask1:29:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+9.41% |
0.930
Bid Size: 10,000 |
0.960
Ask Size: 10,000 |
AbbVie Inc |
160.00 USD |
2024-09-18 |
Call |
Master data
| WKN: |
HD03JP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.08 |
| Time value: |
0.86 |
| Break-even: |
158.52 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.08% |
| Delta: |
0.59 |
| Theta: |
-0.04 |
| Omega: |
9.33 |
| Rho: |
0.30 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.33% |
| 1 Month |
|
|
-55.29% |
| 3 Months |
|
|
-43.29% |
| YTD |
|
|
+8.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.850 |
| 1M High / 1M Low: |
2.080 |
0.850 |
| 6M High / 6M Low: |
2.460 |
0.390 |
| High (YTD): |
2024-03-12 |
2.460 |
| Low (YTD): |
2024-05-02 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.912 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.382 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.95% |
| Volatility 6M: |
|
126.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
