UniCredit Call 35 ML 18.09.2024
/ DE000HC9XQ75
UniCredit Call 35 ML 18.09.2024/ DE000HC9XQ75 /
| 30/05/2024 19:41:35 |
Chg.+0.250 |
Bid21:59:00 |
Ask21:59:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.280EUR |
+8.25% |
3.060
Bid Size: 1,000 |
3.510
Ask Size: 1,000 |
Cie Generale des Eta... |
35.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9XQ7 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Cie Generale des Etablissements Michelin SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.74 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
1.84 |
| Time value: |
1.20 |
| Break-even: |
38.04 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.11 |
| Spread %: |
3.75% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
8.74 |
| Rho: |
0.07 |
Quote data
| Open: |
3.020 |
| High: |
3.290 |
| Low: |
3.000 |
| Previous Close: |
3.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.03% |
| 1 Month |
|
|
+56.94% |
| 3 Months |
|
|
+91.81% |
| YTD |
|
|
+129.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.030 |
2.680 |
| 1M High / 1M Low: |
3.030 |
2.090 |
| 6M High / 6M Low: |
3.030 |
0.670 |
| High (YTD): |
29/05/2024 |
3.030 |
| Low (YTD): |
05/02/2024 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.625 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.627 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.90% |
| Volatility 6M: |
|
146.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
