UniCredit Call 12 AOMD 18.09.2024
/ DE000HD0A2F8
UniCredit Call 12 AOMD 18.09.2024/ DE000HD0A2F8 /
| 2024-05-15 11:45:25 AM |
Chg.+0.110 |
Bid9:59:33 PM |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.500EUR |
+1.72% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
12.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD0A2F |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-05-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.62 |
| Intrinsic value: |
5.30 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.55 |
| Parity: |
5.30 |
| Time value: |
1.24 |
| Break-even: |
18.54 |
| Moneyness: |
1.44 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.41 |
| Spread %: |
6.69% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
2.20 |
| Rho: |
0.02 |
Quote data
| Open: |
6.510 |
| High: |
6.550 |
| Low: |
6.500 |
| Previous Close: |
6.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+59.71% |
| 3 Months |
|
|
+367.63% |
| YTD |
|
|
+205.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.500 |
4.100 |
| 6M High / 6M Low: |
6.500 |
1.310 |
| High (YTD): |
2024-05-15 |
6.500 |
| Low (YTD): |
2024-02-13 |
1.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.346 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.393 |
| Avg. volume 6M: |
|
36.036 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.46% |
| Volatility 6M: |
|
163.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
