UniCredit Call 26 IFX 18.12.2024
/ DE000HB7R1N2
UniCredit Call 26 IFX 18.12.2024/ DE000HB7R1N2 /
| 31/05/2024 16:59:28 |
Chg.-0.05 |
Bid17:19:07 |
Ask17:19:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
-4.10% |
1.18
Bid Size: 250,000 |
1.19
Ask Size: 250,000 |
INFINEON TECH.AG NA ... |
26.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HB7R1N |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
22/06/2022 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.36 |
| Parity: |
1.11 |
| Time value: |
0.12 |
| Break-even: |
38.30 |
| Moneyness: |
1.43 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
3.36% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
2.72 |
| Rho: |
0.12 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.16 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.30% |
| 1 Month |
|
|
+42.68% |
| 3 Months |
|
|
+30.00% |
| YTD |
|
|
-12.03% |
| 1 Year |
|
|
-2.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.22 |
| 1M High / 1M Low: |
1.30 |
0.72 |
| 6M High / 6M Low: |
1.42 |
0.61 |
| High (YTD): |
28/05/2024 |
1.30 |
| Low (YTD): |
23/04/2024 |
0.61 |
| 52W High: |
31/07/2023 |
1.61 |
| 52W Low: |
30/10/2023 |
0.53 |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.03 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
160.30% |
| Volatility 6M: |
|
113.91% |
| Volatility 1Y: |
|
102.97% |
| Volatility 3Y: |
|
- |
