UniCredit Call 55 1NBA 18.09.2024
/ DE000HD03117
UniCredit Call 55 1NBA 18.09.2024/ DE000HD03117 /
| 31/05/2024 19:40:14 |
Chg.-0.020 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-4.26% |
0.480
Bid Size: 15,000 |
0.510
Ask Size: 15,000 |
ANHEUSER-BUSCH INBEV |
55.00 EUR |
18/09/2024 |
Call |
Master data
| WKN: |
HD0311 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ANHEUSER-BUSCH INBEV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
18/09/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
0.26 |
| Time value: |
0.26 |
| Break-even: |
60.20 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.12 |
| Spread %: |
30.00% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
7.51 |
| Rho: |
0.10 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.430 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.77% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+12.50% |
| YTD |
|
|
-34.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.450 |
| 1M High / 1M Low: |
0.820 |
0.350 |
| 6M High / 6M Low: |
0.820 |
0.250 |
| High (YTD): |
17/05/2024 |
0.820 |
| Low (YTD): |
17/04/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.585 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.543 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.95% |
| Volatility 6M: |
|
133.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
