UniCredit Call 160 4AB 18.09.2024
/ DE000HD03JP7
UniCredit Call 160 4AB 18.09.2024/ DE000HD03JP7 /
| 6/14/2024 7:38:09 PM |
Chg.+0.100 |
Bid9:59:33 PM |
Ask9:59:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
+9.17% |
1.220
Bid Size: 15,000 |
1.230
Ask Size: 15,000 |
ABBVIE INC. D... |
160.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD03JP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABBVIE INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.17 |
| Parity: |
-0.25 |
| Time value: |
1.23 |
| Break-even: |
172.30 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.53 |
| Theta: |
-0.07 |
| Omega: |
6.76 |
| Rho: |
0.18 |
Quote data
| Open: |
1.050 |
| High: |
1.220 |
| Low: |
1.020 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.75% |
| 1 Month |
|
|
+22.68% |
| 3 Months |
|
|
-47.58% |
| YTD |
|
|
+38.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.020 |
| 1M High / 1M Low: |
1.290 |
0.490 |
| 6M High / 6M Low: |
2.440 |
0.490 |
| High (YTD): |
3/12/2024 |
2.440 |
| Low (YTD): |
5/28/2024 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.893 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.458 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.25% |
| Volatility 6M: |
|
141.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
