UniCredit Call 62 SAX 18.09.2024
/ DE000HD4XC66
UniCredit Call 62 SAX 18.09.2024/ DE000HD4XC66 /
| 2024-05-23 1:12:39 PM |
Chg.-0.010 |
Bid1:54:33 PM |
Ask1:54:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-1.72% |
0.600
Bid Size: 30,000 |
0.610
Ask Size: 30,000 |
STROEER SE + CO. KGA... |
62.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD4XC6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
0.47 |
| Time value: |
0.38 |
| Break-even: |
70.40 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.27 |
| Spread %: |
47.37% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
5.52 |
| Rho: |
0.12 |
Quote data
| Open: |
0.550 |
| High: |
0.570 |
| Low: |
0.550 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.33% |
| 1 Month |
|
|
+111.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.490 |
| 1M High / 1M Low: |
0.640 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.359 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
