UniCredit Call 32 WIB 18.09.2024
/ DE000HD0H541
UniCredit Call 32 WIB 18.09.2024/ DE000HD0H541 /
| 6/3/2024 6:20:38 PM |
Chg.-0.090 |
Bid7:14:25 PM |
Ask7:14:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.130EUR |
-2.13% |
4.100
Bid Size: 1,000 |
4.240
Ask Size: 1,000 |
WIENERBERGER |
32.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD0H54 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
11/6/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.39 |
| Intrinsic value: |
2.50 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
2.50 |
| Time value: |
2.07 |
| Break-even: |
36.57 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.28 |
| Spread %: |
6.53% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
5.22 |
| Rho: |
0.06 |
Quote data
| Open: |
4.400 |
| High: |
4.420 |
| Low: |
4.130 |
| Previous Close: |
4.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.73% |
| 1 Month |
|
|
+8.40% |
| 3 Months |
|
|
+58.24% |
| YTD |
|
|
+107.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.960 |
4.220 |
| 1M High / 1M Low: |
5.080 |
3.810 |
| 6M High / 6M Low: |
5.080 |
0.790 |
| High (YTD): |
5/15/2024 |
5.080 |
| Low (YTD): |
1/17/2024 |
1.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.606 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.666 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.37% |
| Volatility 6M: |
|
146.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
