UniCredit Call 140 4AB 18.09.2024
/ DE000HD0BJC2
UniCredit Call 140 4AB 18.09.2024/ DE000HD0BJC2 /
| 2024-06-07 7:26:40 PM |
Chg.+0.210 |
Bid9:58:54 PM |
Ask9:58:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.850EUR |
+7.95% |
2.850
Bid Size: 12,000 |
2.870
Ask Size: 12,000 |
ABBVIE INC. D... |
140.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD0BJC |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABBVIE INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.17 |
| Parity: |
1.48 |
| Time value: |
1.30 |
| Break-even: |
167.80 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
0.69 |
| Theta: |
-0.09 |
| Omega: |
3.86 |
| Rho: |
0.22 |
Quote data
| Open: |
2.700 |
| High: |
2.880 |
| Low: |
2.700 |
| Previous Close: |
2.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.79% |
| 1 Month |
|
|
+31.34% |
| 3 Months |
|
|
-26.92% |
| YTD |
|
|
+49.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.850 |
2.040 |
| 1M High / 1M Low: |
2.850 |
1.600 |
| 6M High / 6M Low: |
4.020 |
1.600 |
| High (YTD): |
2024-03-12 |
4.020 |
| Low (YTD): |
2024-05-28 |
1.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.811 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.51% |
| Volatility 6M: |
|
89.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
