UniCredit Call 11.826 F 18.09.2024
/ DE000HD03R97
UniCredit Call 11.826 F 18.09.202.../ DE000HD03R97 /
| 2024-05-27 1:29:28 PM |
Chg.-0.030 |
Bid2:02:12 PM |
Ask2:02:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-3.09% |
0.930
Bid Size: 12,000 |
1.270
Ask Size: 12,000 |
Ford Motor Company |
11.826 USD |
2024-09-18 |
Call |
Master data
| WKN: |
HD03R9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.83 USD |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1.01 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
0.31 |
| Time value: |
0.79 |
| Break-even: |
11.99 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.11 |
| Spread %: |
11.11% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
6.40 |
| Rho: |
0.02 |
Quote data
| Open: |
0.920 |
| High: |
0.940 |
| Low: |
0.920 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.74% |
| 1 Month |
|
|
-40.88% |
| 3 Months |
|
|
-25.40% |
| YTD |
|
|
-35.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.900 |
| 1M High / 1M Low: |
1.450 |
0.900 |
| 6M High / 6M Low: |
2.180 |
0.620 |
| High (YTD): |
2024-04-03 |
2.180 |
| Low (YTD): |
2024-01-18 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.293 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.43% |
| Volatility 6M: |
|
167.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
