UniCredit Call 160 4AB 18.09.2024
/ DE000HD03JP7
UniCredit Call 160 4AB 18.09.2024/ DE000HD03JP7 /
| 31/05/2024 19:31:55 |
Chg.+0.090 |
Bid21:59:43 |
Ask21:59:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+16.67% |
0.790
Bid Size: 20,000 |
0.800
Ask Size: 20,000 |
ABBVIE INC. D... |
160.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD03JP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABBVIE INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.17 |
| Parity: |
-1.14 |
| Time value: |
0.81 |
| Break-even: |
168.10 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.42 |
| Theta: |
-0.06 |
| Omega: |
7.65 |
| Rho: |
0.16 |
Quote data
| Open: |
0.540 |
| High: |
0.630 |
| Low: |
0.540 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
-37.00% |
| 3 Months |
|
|
-70.97% |
| YTD |
|
|
-26.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.490 |
| 1M High / 1M Low: |
1.120 |
0.490 |
| 6M High / 6M Low: |
2.440 |
0.490 |
| High (YTD): |
12/03/2024 |
2.440 |
| Low (YTD): |
28/05/2024 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.815 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.430 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.01% |
| Volatility 6M: |
|
134.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
