UniCredit Call 15 ABN 18.12.2024
/ DE000HD1TC16
UniCredit Call 15 ABN 18.12.2024/ DE000HD1TC16 /
| 5/29/2024 6:25:00 PM |
Chg.-0.09 |
Bid5/29/2024 |
Ask5/29/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
-5.63% |
1.51
Bid Size: 10,000 |
1.54
Ask Size: 10,000 |
ABN AMRO Bank NV |
15.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD1TC1 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABN AMRO Bank NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
1/11/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
0.66 |
| Time value: |
1.01 |
| Break-even: |
16.67 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
4.38% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
6.28 |
| Rho: |
0.05 |
Quote data
| Open: |
1.57 |
| High: |
1.57 |
| Low: |
1.47 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.21% |
| 1 Month |
|
|
+4.14% |
| 3 Months |
|
|
+41.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.48 |
| 1M High / 1M Low: |
2.41 |
1.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
