UniCredit Call 55 1NBA 18.09.2024
/ DE000HD03117
UniCredit Call 55 1NBA 18.09.2024/ DE000HD03117 /
| 2024-05-31 8:43:07 PM |
Chg.0.000 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ANHEUSER-BUSCH INBEV |
55.00 EUR |
2024-09-18 |
Call |
Master data
| WKN: |
HD0311 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ANHEUSER-BUSCH INBEV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-17 |
| 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: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.23% |
| 1 Month |
|
|
+27.78% |
| 3 Months |
|
|
+17.95% |
| YTD |
|
|
-32.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.460 |
| 1M High / 1M Low: |
0.810 |
0.340 |
| 6M High / 6M Low: |
0.810 |
0.250 |
| High (YTD): |
2024-05-17 |
0.810 |
| Low (YTD): |
2024-04-17 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.541 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.73% |
| Volatility 6M: |
|
132.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
