UniCredit Call 16 1U1 18.09.2024
/ DE000HD4D1U2
UniCredit Call 16 1U1 18.09.2024/ DE000HD4D1U2 /
| 12/06/2024 19:27:53 |
Chg.-0.270 |
Bid20:09:40 |
Ask20:09:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
-12.80% |
1.810
Bid Size: 4,000 |
1.910
Ask Size: 4,000 |
1+1 AG INH O.N. |
16.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD4D1U |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
04/04/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
1.10 |
| Time value: |
1.13 |
| Break-even: |
18.23 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.17 |
| Spread %: |
8.25% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
5.15 |
| Rho: |
0.02 |
Quote data
| Open: |
2.090 |
| High: |
2.090 |
| Low: |
1.780 |
| Previous Close: |
2.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.34% |
| 1 Month |
|
|
-14.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.680 |
2.110 |
| 1M High / 1M Low: |
2.680 |
2.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.448 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
