UniCredit Call 35 RNL 18.12.2024
/ DE000HD03307
UniCredit Call 35 RNL 18.12.2024/ DE000HD03307 /
| 6/7/2024 9:14:40 AM |
Chg.-0.01 |
Bid10:50:52 AM |
Ask10:50:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.79EUR |
-0.56% |
1.69
Bid Size: 150,000 |
1.70
Ask Size: 150,000 |
RENAULT INH. EO... |
35.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD0330 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
1.69 |
| Time value: |
0.13 |
| Break-even: |
53.20 |
| Moneyness: |
1.48 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.11% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.65 |
| Rho: |
0.16 |
Quote data
| Open: |
1.79 |
| High: |
1.79 |
| Low: |
1.79 |
| Previous Close: |
1.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.60% |
| 1 Month |
|
|
+33.58% |
| 3 Months |
|
|
+175.38% |
| YTD |
|
|
+184.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.80 |
| 1M High / 1M Low: |
1.99 |
1.32 |
| 6M High / 6M Low: |
1.99 |
0.38 |
| High (YTD): |
5/30/2024 |
1.99 |
| Low (YTD): |
1/17/2024 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.27% |
| Volatility 6M: |
|
103.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
