UniCredit Call 22 BMT 18.09.2024
/ DE000HD18RW4
UniCredit Call 22 BMT 18.09.2024/ DE000HD18RW4 /
| 2024-06-20 12:45:42 PM |
Chg.-0.150 |
Bid9:59:03 PM |
Ask2024-06-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.740EUR |
-5.19% |
-
Bid Size: - |
-
Ask Size: - |
British American Tob... |
22.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD18RW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
British American Tobacco PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.65 |
| Intrinsic value: |
7.46 |
| Implied volatility: |
- |
| Historic volatility: |
0.19 |
| Parity: |
7.46 |
| Time value: |
-4.62 |
| Break-even: |
24.84 |
| Moneyness: |
1.34 |
| Premium: |
-0.16 |
| Premium p.a.: |
-0.52 |
| Spread abs.: |
-0.14 |
| Spread %: |
-4.70% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.830 |
| High: |
2.830 |
| Low: |
2.740 |
| Previous Close: |
2.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.36% |
| 1 Month |
|
|
+6.61% |
| 3 Months |
|
|
-5.19% |
| YTD |
|
|
+15.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.890 |
2.740 |
| 1M High / 1M Low: |
2.900 |
2.180 |
| 6M High / 6M Low: |
3.810 |
1.840 |
| High (YTD): |
2024-02-08 |
3.810 |
| Low (YTD): |
2024-03-08 |
1.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.793 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.625 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.644 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.41% |
| Volatility 6M: |
|
139.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
