UniCredit Call 13 REP 18.12.2024
/ DE000HD1TEF6
UniCredit Call 13 REP 18.12.2024/ DE000HD1TEF6 /
| 14/06/2024 13:33:32 |
Chg.+0.160 |
Bid13:52:53 |
Ask13:52:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
+10.60% |
1.720
Bid Size: 30,000 |
1.730
Ask Size: 30,000 |
REPSOL S.A. INH. ... |
13.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD1TEF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.20 |
| Parity: |
1.16 |
| Time value: |
0.43 |
| Break-even: |
14.58 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.07 |
| Spread %: |
4.64% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
7.31 |
| Rho: |
0.05 |
Quote data
| Open: |
1.540 |
| High: |
1.670 |
| Low: |
1.540 |
| Previous Close: |
1.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.70% |
| 1 Month |
|
|
-21.96% |
| 3 Months |
|
|
-35.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.510 |
| 1M High / 1M Low: |
2.420 |
1.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
