UniCredit Call 32 ML 18.09.2024
/ DE000HC9XQ67
UniCredit Call 32 ML 18.09.2024/ DE000HC9XQ67 /
| 2024-05-10 2:13:16 PM |
Chg.+0.090 |
Bid9:59:23 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.480EUR |
+1.67% |
-
Bid Size: - |
-
Ask Size: - |
Cie Generale des Eta... |
32.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9XQ6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Cie Generale des Etablissements Michelin SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-05-13 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.27 |
| Intrinsic value: |
4.84 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
4.84 |
| Time value: |
0.64 |
| Break-even: |
37.48 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.39 |
| Spread %: |
7.66% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
5.98 |
| Rho: |
0.08 |
Quote data
| Open: |
5.520 |
| High: |
5.570 |
| Low: |
5.360 |
| Previous Close: |
5.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+28.04% |
| 3 Months |
|
|
+60.23% |
| YTD |
|
|
+101.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.480 |
4.280 |
| 6M High / 6M Low: |
5.480 |
1.460 |
| High (YTD): |
2024-05-10 |
5.480 |
| Low (YTD): |
2024-02-05 |
1.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.987 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.015 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.03% |
| Volatility 6M: |
|
121.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
