UniCredit Call 25 FL 18.09.2024
/ DE000HD0NYW4
UniCredit Call 25 FL 18.09.2024/ DE000HD0NYW4 /
| 2024-05-24 7:37:16 PM |
Chg.+0.090 |
Bid9:58:36 PM |
Ask9:58:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.430EUR |
+3.85% |
2.300
Bid Size: 10,000 |
2.340
Ask Size: 10,000 |
Foot Locker Inc |
25.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD0NYW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Foot Locker Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.58 |
| Parity: |
-4.65 |
| Time value: |
2.35 |
| Break-even: |
27.35 |
| Moneyness: |
0.81 |
| Premium: |
0.34 |
| Premium p.a.: |
1.54 |
| Spread abs.: |
0.04 |
| Spread %: |
1.73% |
| Delta: |
0.43 |
| Theta: |
-0.02 |
| Omega: |
3.72 |
| Rho: |
0.02 |
Quote data
| Open: |
2.120 |
| High: |
2.450 |
| Low: |
2.120 |
| Previous Close: |
2.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.85% |
| 1 Month |
|
|
+1.25% |
| 3 Months |
|
|
-77.50% |
| YTD |
|
|
-72.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.630 |
2.340 |
| 1M High / 1M Low: |
3.260 |
1.950 |
| 6M High / 6M Low: |
11.850 |
1.950 |
| High (YTD): |
2024-02-23 |
11.850 |
| Low (YTD): |
2024-04-30 |
1.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.567 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.817 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.29% |
| Volatility 6M: |
|
174.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
