UniCredit Call 55 RNL 18.09.2024
/ DE000HD1EEW3
UniCredit Call 55 RNL 18.09.2024/ DE000HD1EEW3 /
2024-05-17 7:34:03 PM |
Chg.+0.010 |
Bid8:00:39 PM |
Ask8:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+7.69% |
0.140 Bid Size: 45,000 |
0.150 Ask Size: 45,000 |
RENAULT INH. EO... |
55.00 - |
2024-09-18 |
Call |
Master data
WKN: |
HD1EEW |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
RENAULT INH. EO 3,81 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 - |
Maturity: |
2024-09-18 |
Issue date: |
2023-12-27 |
Last trading day: |
2024-09-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
33.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.29 |
Parity: |
-0.48 |
Time value: |
0.15 |
Break-even: |
56.50 |
Moneyness: |
0.91 |
Premium: |
0.13 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.01 |
Spread %: |
7.14% |
Delta: |
0.33 |
Theta: |
-0.01 |
Omega: |
10.97 |
Rho: |
0.05 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.120 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+40.00% |
1 Month |
|
|
-17.65% |
3 Months |
|
|
+536.36% |
YTD |
|
|
+268.42% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.120 |
1M High / 1M Low: |
0.170 |
0.088 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-11 |
0.230 |
Low (YTD): |
2024-01-17 |
0.008 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.130 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.125 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
250.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |