UniCredit Call 22 DUE 18.09.2024
/ DE000HC9YT14
UniCredit Call 22 DUE 18.09.2024/ DE000HC9YT14 /
2024-06-07 7:36:44 PM |
Chg.-0.070 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.210EUR |
-3.07% |
2.090 Bid Size: 2,000 |
2.370 Ask Size: 2,000 |
DUERR AG O.N. |
22.00 - |
2024-09-18 |
Call |
Master data
WKN: |
HC9YT1 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
DUERR AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 - |
Maturity: |
2024-09-18 |
Issue date: |
2023-10-17 |
Last trading day: |
2024-09-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.22 |
Intrinsic value: |
1.10 |
Implied volatility: |
0.34 |
Historic volatility: |
0.31 |
Parity: |
1.10 |
Time value: |
1.27 |
Break-even: |
24.37 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.28 |
Spread %: |
13.40% |
Delta: |
0.66 |
Theta: |
-0.01 |
Omega: |
6.45 |
Rho: |
0.04 |
Quote data
Open: |
2.210 |
High: |
2.460 |
Low: |
2.200 |
Previous Close: |
2.280 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.25% |
1 Month |
|
|
-35.76% |
3 Months |
|
|
+38.99% |
YTD |
|
|
+6.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.950 |
2.210 |
1M High / 1M Low: |
3.840 |
2.210 |
6M High / 6M Low: |
3.840 |
0.960 |
High (YTD): |
2024-05-14 |
3.840 |
Low (YTD): |
2024-02-26 |
0.960 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.488 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.003 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.907 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.04% |
Volatility 6M: |
|
171.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |