UniCredit Call 16 1U1 18.09.2024
/ DE000HD4D1U2
UniCredit Call 16 1U1 18.09.2024/ DE000HD4D1U2 /
| 6/13/2024 11:39:14 AM |
Chg.-0.170 |
Bid11:52:34 AM |
Ask11:52:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
-9.24% |
1.670
Bid Size: 35,000 |
1.700
Ask Size: 35,000 |
1+1 AG INH O.N. |
16.00 - |
9/18/2024 |
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: |
9/18/2024 |
| Issue date: |
4/4/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
0.66 |
| Time value: |
1.28 |
| Break-even: |
17.94 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.17 |
| Spread %: |
9.60% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
5.41 |
| Rho: |
0.02 |
Quote data
| Open: |
1.630 |
| High: |
1.670 |
| Low: |
1.540 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.13% |
| 1 Month |
|
|
-36.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.390 |
1.840 |
| 1M High / 1M Low: |
2.680 |
1.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.421 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
