UniCredit Call 140 4AB 18.09.2024
/ DE000HD0BJC2
UniCredit Call 140 4AB 18.09.2024/ DE000HD0BJC2 /
| 2024-06-07 8:09:36 PM |
Chg.+0.19 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.87EUR |
+7.09% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.17 |
| Parity: |
1.68 |
| Time value: |
1.18 |
| Break-even: |
168.60 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
0.71 |
| Theta: |
-0.09 |
| Omega: |
3.90 |
| Rho: |
0.23 |
Quote data
| Open: |
2.70 |
| High: |
2.87 |
| Low: |
2.70 |
| Previous Close: |
2.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.48% |
| 1 Month |
|
|
+31.65% |
| 3 Months |
|
|
-25.65% |
| YTD |
|
|
+51.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.87 |
2.06 |
| 1M High / 1M Low: |
2.87 |
1.59 |
| 6M High / 6M Low: |
4.00 |
1.59 |
| High (YTD): |
2024-03-14 |
4.00 |
| Low (YTD): |
2024-05-29 |
1.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.11% |
| Volatility 6M: |
|
87.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
