UniCredit Call 25 WIB 18.12.2024
/ DE000HC900H6
UniCredit Call 25 WIB 18.12.2024/ DE000HC900H6 /
| 2024-06-13 9:15:34 AM |
Chg.-0.06 |
Bid11:37:33 AM |
Ask11:37:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.43EUR |
-0.57% |
10.43
Bid Size: 1,000 |
10.54
Ask Size: 1,000 |
WIENERBERGER |
25.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC900H |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-08-28 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.24 |
| Intrinsic value: |
9.76 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.22 |
| Parity: |
9.76 |
| Time value: |
1.15 |
| Break-even: |
35.91 |
| Moneyness: |
1.39 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.56 |
| Spread %: |
5.41% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
2.84 |
| Rho: |
0.10 |
Quote data
| Open: |
10.43 |
| High: |
10.43 |
| Low: |
10.43 |
| Previous Close: |
10.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.99% |
| 1 Month |
|
|
-5.44% |
| 3 Months |
|
|
+27.66% |
| YTD |
|
|
+65.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.49 |
9.87 |
| 1M High / 1M Low: |
11.35 |
9.71 |
| 6M High / 6M Low: |
11.35 |
4.48 |
| High (YTD): |
2024-05-15 |
11.35 |
| Low (YTD): |
2024-01-17 |
4.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.54% |
| Volatility 6M: |
|
74.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
