UniCredit Call 24 ASG 18.09.2024
/ DE000HC9XPR3
UniCredit Call 24 ASG 18.09.2024/ DE000HC9XPR3 /
| 05/06/2024 09:48:56 |
Chg.+0.090 |
Bid10:36:27 |
Ask10:36:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+12.00% |
0.860
Bid Size: 25,000 |
0.880
Ask Size: 25,000 |
GENERALI |
24.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9XPR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
GENERALI |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.14 |
| Parity: |
-0.35 |
| Time value: |
0.82 |
| Break-even: |
24.82 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.08 |
| Spread %: |
10.81% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
14.44 |
| Rho: |
0.03 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.840 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.37% |
| 1 Month |
|
|
+154.55% |
| 3 Months |
|
|
+265.22% |
| YTD |
|
|
+740.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.670 |
| 1M High / 1M Low: |
0.990 |
0.400 |
| 6M High / 6M Low: |
0.990 |
0.070 |
| High (YTD): |
20/05/2024 |
0.990 |
| Low (YTD): |
21/02/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.302 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.22% |
| Volatility 6M: |
|
212.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
