UniCredit Call 4.2 IES 18.09.2024
/ DE000HD53XG2
UniCredit Call 4.2 IES 18.09.2024/ DE000HD53XG2 /
| 6/6/2024 11:30:36 AM |
Chg.+0.007 |
Bid12:18:35 PM |
Ask12:18:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
+41.18% |
0.025
Bid Size: 225,000 |
0.032
Ask Size: 225,000 |
INTESA SANPAOLO |
4.20 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD53XG |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.20 - |
| Maturity: |
9/18/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.21 |
| Parity: |
-0.66 |
| Time value: |
0.15 |
| Break-even: |
4.35 |
| Moneyness: |
0.84 |
| Premium: |
0.23 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.14 |
| Spread %: |
1,400.00% |
| Delta: |
0.30 |
| Theta: |
0.00 |
| Omega: |
7.15 |
| Rho: |
0.00 |
Quote data
| Open: |
0.021 |
| High: |
0.024 |
| Low: |
0.020 |
| Previous Close: |
0.017 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.027 |
0.017 |
| 1M High / 1M Low: |
0.031 |
0.016 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
372.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
