UniCredit Call 24 ASG 18.09.2024
/ DE000HC9XPR3
UniCredit Call 24 ASG 18.09.2024/ DE000HC9XPR3 /
| 6/11/2024 7:30:25 PM |
Chg.-0.200 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-27.40% |
0.550
Bid Size: 6,000 |
0.630
Ask Size: 6,000 |
GENERALI |
24.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9XPR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
GENERALI |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.14 |
| Parity: |
-0.37 |
| Time value: |
0.84 |
| Break-even: |
24.84 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.08 |
| Spread %: |
10.53% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
13.95 |
| Rho: |
0.03 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.520 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.33% |
| 1 Month |
|
|
-29.33% |
| 3 Months |
|
|
+112.00% |
| YTD |
|
|
+430.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.730 |
| 1M High / 1M Low: |
0.990 |
0.640 |
| 6M High / 6M Low: |
0.990 |
0.070 |
| High (YTD): |
5/20/2024 |
0.990 |
| Low (YTD): |
2/21/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.785 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.326 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.26% |
| Volatility 6M: |
|
213.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
