UniCredit Call 32 EN 18.09.2024
/ DE000HD031N7
UniCredit Call 32 EN 18.09.2024/ DE000HD031N7 /
| 2024-05-02 10:49:53 AM |
Chg.+0.10 |
Bid2:18:30 PM |
Ask2:18:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.20EUR |
+2.44% |
4.26
Bid Size: 8,000 |
4.28
Ask Size: 8,000 |
Bouygues |
32.00 EUR |
2024-09-18 |
Call |
Master data
| WKN: |
HD031N |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Bouygues |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.56 |
| Intrinsic value: |
2.61 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
2.61 |
| Time value: |
1.54 |
| Break-even: |
36.15 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.12 |
| Spread %: |
2.98% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
6.12 |
| Rho: |
0.08 |
Quote data
| Open: |
4.20 |
| High: |
4.20 |
| Low: |
4.20 |
| Previous Close: |
4.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
-28.33% |
| 3 Months |
|
|
+34.62% |
| YTD |
|
|
+13.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.51 |
3.96 |
| 1M High / 1M Low: |
5.96 |
3.95 |
| 6M High / 6M Low: |
6.17 |
2.38 |
| High (YTD): |
2024-03-20 |
6.17 |
| Low (YTD): |
2024-02-08 |
2.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.89% |
| Volatility 6M: |
|
123.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
