UniCredit Call 16.0331 AOMD 18.09.2024
/ DE000HD53TB1
UniCredit Call 16.0331 AOMD 18.09.../ DE000HD53TB1 /
| 2024-06-12 7:36:42 PM |
Chg.-0.030 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.900EUR |
-1.55% |
1.880
Bid Size: 4,000 |
1.980
Ask Size: 4,000 |
ALSTOM S.A. INH. ... |
16.0331 EUR |
2024-09-18 |
Call |
Master data
| WKN: |
HD53TB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.03 EUR |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1.06 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.49 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.55 |
| Parity: |
0.81 |
| Time value: |
1.21 |
| Break-even: |
17.94 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.10 |
| Spread %: |
5.21% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
5.68 |
| Rho: |
0.02 |
Quote data
| Open: |
1.800 |
| High: |
2.150 |
| Low: |
1.800 |
| Previous Close: |
1.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.66% |
| 1 Month |
|
|
+4.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.810 |
1.930 |
| 1M High / 1M Low: |
3.610 |
1.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.664 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
