UniCredit Call 32 EN 18.09.2024
/ DE000HD031N7
UniCredit Call 32 EN 18.09.2024/ DE000HD031N7 /
| 17/05/2024 17:22:09 |
Chg.-0.23 |
Bid17:30:01 |
Ask17:30:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.52EUR |
-4.84% |
-
Bid Size: - |
-
Ask Size: - |
Bouygues |
32.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD031N |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Bouygues |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.57 |
| Intrinsic value: |
3.95 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
3.95 |
| Time value: |
0.87 |
| Break-even: |
36.82 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.11 |
| Spread %: |
2.34% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
6.26 |
| Rho: |
0.09 |
Quote data
| Open: |
4.65 |
| High: |
4.65 |
| Low: |
4.44 |
| Previous Close: |
4.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.80% |
| 1 Month |
|
|
+6.10% |
| 3 Months |
|
|
+35.33% |
| YTD |
|
|
+22.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.18 |
4.75 |
| 1M High / 1M Low: |
5.18 |
3.96 |
| 6M High / 6M Low: |
6.17 |
2.38 |
| High (YTD): |
20/03/2024 |
6.17 |
| Low (YTD): |
08/02/2024 |
2.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.41% |
| Volatility 6M: |
|
126.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
