UniCredit Call 9 UAA 15.01.2025
/ DE000HD4NEC0
UniCredit Call 9 UAA 15.01.2025/ DE000HD4NEC0 /
| 2024-05-30 10:55:35 AM |
Chg.-0.010 |
Bid2024-05-30 |
Ask2024-05-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-2.50% |
0.390
Bid Size: 8,000 |
0.450
Ask Size: 8,000 |
Under Armour Inc |
9.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HD4NEC |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Under Armour Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2025-01-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.36 |
| Parity: |
-2.57 |
| Time value: |
0.40 |
| Break-even: |
9.40 |
| Moneyness: |
0.71 |
| Premium: |
0.46 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.29 |
| Theta: |
0.00 |
| Omega: |
4.69 |
| Rho: |
0.01 |
Quote data
| Open: |
0.340 |
| High: |
0.390 |
| Low: |
0.340 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
-22.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.290 |
| 1M High / 1M Low: |
0.510 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
