UniCredit Call 17 1U1 18.09.2024
/ DE000HD55T92
UniCredit Call 17 1U1 18.09.2024/ DE000HD55T92 /
03/06/2024 12:28:20 |
Chg.+0.10 |
Bid13:50:57 |
Ask13:50:57 |
Underlying |
Strike price |
Expiration date |
Option type |
1.86EUR |
+5.68% |
1.92 Bid Size: 30,000 |
1.96 Ask Size: 30,000 |
1+1 AG INH O.N. |
17.00 - |
18/09/2024 |
Call |
Master data
WKN: |
HD55T9 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
1+1 AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 - |
Maturity: |
18/09/2024 |
Issue date: |
30/04/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.56 |
Intrinsic value: |
0.46 |
Implied volatility: |
0.43 |
Historic volatility: |
0.33 |
Parity: |
0.46 |
Time value: |
1.46 |
Break-even: |
18.92 |
Moneyness: |
1.03 |
Premium: |
0.08 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.17 |
Spread %: |
9.71% |
Delta: |
0.61 |
Theta: |
-0.01 |
Omega: |
5.54 |
Rho: |
0.03 |
Quote data
Open: |
1.79 |
High: |
1.86 |
Low: |
1.79 |
Previous Close: |
1.76 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.33% |
1 Month |
|
|
+21.57% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.80 |
1.74 |
1M High / 1M Low: |
2.06 |
1.41 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.77 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.78 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
219.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |