UniCredit Call 170 4AB 18.09.2024
/ DE000HD0BJD0
UniCredit Call 170 4AB 18.09.2024/ DE000HD0BJD0 /
| 07/06/2024 18:50:34 |
Chg.+0.090 |
Bid19:04:20 |
Ask19:04:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+14.29% |
0.710
Bid Size: 20,000 |
0.720
Ask Size: 20,000 |
ABBVIE INC. D... |
170.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD0BJD |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABBVIE INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
-1.52 |
| Time value: |
0.68 |
| Break-even: |
176.80 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
0.37 |
| Theta: |
-0.06 |
| Omega: |
8.38 |
| Rho: |
0.14 |
Quote data
| Open: |
0.640 |
| High: |
0.720 |
| Low: |
0.640 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+140.00% |
| 1 Month |
|
|
+35.85% |
| 3 Months |
|
|
-57.14% |
| YTD |
|
|
+35.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.300 |
| 1M High / 1M Low: |
0.630 |
0.210 |
| 6M High / 6M Low: |
1.740 |
0.210 |
| High (YTD): |
14/03/2024 |
1.740 |
| Low (YTD): |
29/05/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.421 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.944 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.33% |
| Volatility 6M: |
|
161.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
