UniCredit Call 150 4AB 18.09.2024
/ DE000HD03JN2
UniCredit Call 150 4AB 18.09.2024/ DE000HD03JN2 /
| 6/13/2024 1:49:19 PM |
Chg.+0.06 |
Bid5:17:59 PM |
Ask5:17:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
+3.57% |
1.78
Bid Size: 15,000 |
1.79
Ask Size: 15,000 |
ABBVIE INC. D... |
150.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD03JN |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABBVIE INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.17 |
| Parity: |
0.36 |
| Time value: |
1.39 |
| Break-even: |
167.50 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.60 |
| Theta: |
-0.08 |
| Omega: |
5.28 |
| Rho: |
0.20 |
Quote data
| Open: |
1.70 |
| High: |
1.74 |
| Low: |
1.70 |
| Previous Close: |
1.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.42% |
| 1 Month |
|
|
+17.57% |
| 3 Months |
|
|
-43.87% |
| YTD |
|
|
+31.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.04 |
1.68 |
| 1M High / 1M Low: |
2.04 |
0.94 |
| 6M High / 6M Low: |
3.22 |
0.94 |
| High (YTD): |
3/12/2024 |
3.22 |
| Low (YTD): |
5/29/2024 |
0.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.03% |
| Volatility 6M: |
|
118.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
