UniCredit Call 20 FL 18.09.2024
/ DE000HD0BN97
UniCredit Call 20 FL 18.09.2024/ DE000HD0BN97 /
| 2024-06-06 9:48:49 AM |
Chg.-0.110 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.950EUR |
-1.56% |
6.950
Bid Size: 1,000 |
7.380
Ask Size: 1,000 |
Foot Locker Inc |
20.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD0BN9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Foot Locker Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.96 |
| Intrinsic value: |
4.78 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.59 |
| Parity: |
4.78 |
| Time value: |
2.50 |
| Break-even: |
27.28 |
| Moneyness: |
1.24 |
| Premium: |
0.10 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.25 |
| Spread %: |
3.56% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
2.58 |
| Rho: |
0.03 |
Quote data
| Open: |
6.950 |
| High: |
6.950 |
| Low: |
6.950 |
| Previous Close: |
7.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.01% |
| 1 Month |
|
|
+40.69% |
| 3 Months |
|
|
-51.90% |
| YTD |
|
|
-41.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.010 |
6.150 |
| 1M High / 1M Low: |
8.010 |
4.120 |
| 6M High / 6M Low: |
15.270 |
3.600 |
| High (YTD): |
2024-02-23 |
15.270 |
| Low (YTD): |
2024-04-30 |
3.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.283 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.289 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.07% |
| Volatility 6M: |
|
152.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
