UniCredit Call 15 REP 18.12.2024
/ DE000HD1TEH2
UniCredit Call 15 REP 18.12.2024/ DE000HD1TEH2 /
| 2024-05-31 7:34:58 PM |
Chg.+0.090 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+10.00% |
1.010
Bid Size: 6,000 |
1.090
Ask Size: 6,000 |
REPSOL S.A. INH. ... |
15.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD1TEH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
0.02 |
| Time value: |
1.05 |
| Break-even: |
16.07 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.08 |
| Spread %: |
8.08% |
| Delta: |
0.59 |
| Theta: |
0.00 |
| Omega: |
8.24 |
| Rho: |
0.04 |
Quote data
| Open: |
0.950 |
| High: |
0.990 |
| Low: |
0.940 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.32% |
| 1 Month |
|
|
-1.98% |
| 3 Months |
|
|
-13.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.900 |
| 1M High / 1M Low: |
1.070 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.939 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
