UniCredit Call 2.5 CEC 18.09.2024
/ DE000HC9N3L2
UniCredit Call 2.5 CEC 18.09.2024/ DE000HC9N3L2 /
| 2024-06-24 9:51:38 AM |
Chg.-0.010 |
Bid2024-06-24 |
Ask2024-06-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-1.28% |
0.770
Bid Size: 25,000 |
0.790
Ask Size: 25,000 |
CECONOMY AG INH O.N... |
2.50 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9N3L |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CECONOMY AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.50 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.49 |
| Parity: |
0.66 |
| Time value: |
0.18 |
| Break-even: |
3.34 |
| Moneyness: |
1.27 |
| Premium: |
0.06 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.08 |
| Spread %: |
10.53% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
3.02 |
| Rho: |
0.00 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.10% |
| 1 Month |
|
|
+24.19% |
| 3 Months |
|
|
+1183.33% |
| YTD |
|
|
+60.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.710 |
| 1M High / 1M Low: |
0.960 |
0.620 |
| 6M High / 6M Low: |
0.960 |
0.060 |
| High (YTD): |
2024-06-12 |
0.960 |
| Low (YTD): |
2024-03-22 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.791 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.345 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.28% |
| Volatility 6M: |
|
188.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
