UniCredit Call 38 PHM7 15.01.2025
/ DE000HD104D3
UniCredit Call 38 PHM7 15.01.2025/ DE000HD104D3 /
| 2024-05-14 9:03:10 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALTRIA GRP INC. DL... |
38.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HD104D |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ALTRIA GRP INC. DL-,333 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-05-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
0.39 |
| Time value: |
0.27 |
| Break-even: |
44.60 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
-0.05 |
| Spread %: |
-7.04% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
4.68 |
| Rho: |
0.15 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+15.79% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+78.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.670 |
0.550 |
| 6M High / 6M Low: |
0.670 |
0.260 |
| High (YTD): |
2024-05-13 |
0.670 |
| Low (YTD): |
2024-03-04 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.609 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.442 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.02% |
| Volatility 6M: |
|
114.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
