UniCredit Call 25 DUE 18.09.2024
/ DE000HC9D6J1
UniCredit Call 25 DUE 18.09.2024/ DE000HC9D6J1 /
| 2024-05-31 7:38:25 PM |
Chg.-0.080 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-7.84% |
0.950
Bid Size: 4,000 |
1.230
Ask Size: 4,000 |
DUERR AG O.N. |
25.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9D6J |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-09-21 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.31 |
| Parity: |
-1.56 |
| Time value: |
1.23 |
| Break-even: |
26.23 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.28 |
| Spread %: |
29.47% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
8.09 |
| Rho: |
0.03 |
Quote data
| Open: |
0.940 |
| High: |
0.980 |
| Low: |
0.790 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.37% |
| 1 Month |
|
|
-22.95% |
| 3 Months |
|
|
+113.64% |
| YTD |
|
|
-12.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
0.940 |
| 1M High / 1M Low: |
1.900 |
0.940 |
| 6M High / 6M Low: |
1.900 |
0.320 |
| High (YTD): |
2024-05-14 |
1.900 |
| Low (YTD): |
2024-02-26 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.346 |
| Avg. volume 1M: |
|
36.364 |
| Avg. price 6M: |
|
0.819 |
| Avg. volume 6M: |
|
13.306 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.88% |
| Volatility 6M: |
|
237.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
