UniCredit Call 8.5 BOY 18.12.2024
/ DE000HD1YJL3
UniCredit Call 8.5 BOY 18.12.2024/ DE000HD1YJL3 /
2024-05-31 8:04:23 PM |
Chg.+0.02 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.80EUR |
+1.12% |
- Bid Size: - |
- Ask Size: - |
BCO BIL.VIZ.ARG.NOM.... |
8.50 - |
2024-12-18 |
Call |
Master data
WKN: |
HD1YJL |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.50 - |
Maturity: |
2024-12-18 |
Issue date: |
2024-01-18 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.75 |
Intrinsic value: |
1.44 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
1.44 |
Time value: |
0.46 |
Break-even: |
10.40 |
Moneyness: |
1.17 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.05 |
Spread %: |
2.70% |
Delta: |
0.81 |
Theta: |
0.00 |
Omega: |
4.21 |
Rho: |
0.03 |
Quote data
Open: |
1.81 |
High: |
1.81 |
Low: |
1.79 |
Previous Close: |
1.78 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.70% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+44.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.85 |
1.67 |
1M High / 1M Low: |
2.14 |
1.59 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.78 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.84 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |