UniCredit Call 650 RAA 18.09.2024
/ DE000HD04NS1
UniCredit Call 650 RAA 18.09.2024/ DE000HD04NS1 /
| 2024-06-03 9:56:11 AM |
Chg.-0.01 |
Bid10:55:32 AM |
Ask10:55:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
-0.68% |
1.45
Bid Size: 30,000 |
1.46
Ask Size: 30,000 |
RATIONAL AG |
650.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD04NS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-09-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
1.29 |
| Time value: |
0.24 |
| Break-even: |
803.00 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.07 |
| Spread %: |
4.79% |
| Delta: |
0.83 |
| Theta: |
-0.25 |
| Omega: |
4.25 |
| Rho: |
1.46 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.62% |
| 1 Month |
|
|
-10.98% |
| 3 Months |
|
|
+5.80% |
| YTD |
|
|
+40.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.47 |
| 1M High / 1M Low: |
1.87 |
1.47 |
| 6M High / 6M Low: |
1.87 |
0.50 |
| High (YTD): |
2024-05-24 |
1.87 |
| Low (YTD): |
2024-01-05 |
0.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.95% |
| Volatility 6M: |
|
111.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
