UniCredit Call 4 TNE5 18.09.2024
/ DE000HC9XSS5
UniCredit Call 4 TNE5 18.09.2024/ DE000HC9XSS5 /
| 2024-04-29 3:49:52 PM |
Chg.+0.030 |
Bid2024-04-29 |
Ask2024-04-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+9.68% |
0.340
Bid Size: 60,000 |
0.350
Ask Size: 60,000 |
TELEFONICA INH. ... |
4.00 EUR |
2024-09-18 |
Call |
Master data
| WKN: |
HC9XSS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 EUR |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.19 |
| Parity: |
0.22 |
| Time value: |
0.10 |
| Break-even: |
4.32 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
10.67 |
| Rho: |
0.01 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.330 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.55% |
| 1 Month |
|
|
+47.83% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+254.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.220 |
| 1M High / 1M Low: |
0.310 |
0.130 |
| 6M High / 6M Low: |
0.310 |
0.063 |
| High (YTD): |
2024-04-26 |
0.310 |
| Low (YTD): |
2024-02-16 |
0.063 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.158 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.12% |
| Volatility 6M: |
|
163.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
