UniCredit Call 32 G1A 18.09.2024
/ DE000HC9YTA9
UniCredit Call 32 G1A 18.09.2024/ DE000HC9YTA9 /
| 5/17/2024 4:19:34 PM |
Chg.+0.010 |
Bid5:53:11 PM |
Ask5:53:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+1.64% |
0.620
Bid Size: 25,000 |
0.640
Ask Size: 25,000 |
GEA GROUP AG |
32.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9YTA |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.54 |
| Time value: |
0.08 |
| Break-even: |
38.20 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
5.28 |
| Rho: |
0.09 |
Quote data
| Open: |
0.600 |
| High: |
0.630 |
| Low: |
0.600 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.43% |
| 1 Month |
|
|
+14.81% |
| 3 Months |
|
|
-4.62% |
| YTD |
|
|
-6.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.610 |
| 1M High / 1M Low: |
0.700 |
0.530 |
| 6M High / 6M Low: |
0.790 |
0.370 |
| High (YTD): |
3/22/2024 |
0.790 |
| Low (YTD): |
1/17/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.580 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.38% |
| Volatility 6M: |
|
98.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
