UniCredit Call 10.8404 F 18.09.2024
/ DE000HD21SD6
UniCredit Call 10.8404 F 18.09.20.../ DE000HD21SD6 /
| 2024-05-27 10:00:58 AM |
Chg.-0.030 |
Bid10:30:41 AM |
Ask10:30:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
-1.94% |
1.520
Bid Size: 4,000 |
3.330
Ask Size: 4,000 |
Ford Motor Company |
10.8404 USD |
2024-09-18 |
Call |
Master data
| WKN: |
HD21SD |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.84 USD |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-01-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1.01 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
1.23 |
| Time value: |
0.47 |
| Break-even: |
11.67 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.11 |
| Spread %: |
6.92% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
5.13 |
| Rho: |
0.02 |
Quote data
| Open: |
1.510 |
| High: |
1.520 |
| Low: |
1.510 |
| Previous Close: |
1.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.75% |
| 1 Month |
|
|
-33.04% |
| 3 Months |
|
|
-15.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.500 |
| 1M High / 1M Low: |
2.070 |
1.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.724 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
