UniCredit Call 4 TNE5 18.09.2024
/ DE000HC9XSS5
UniCredit Call 4 TNE5 18.09.2024/ DE000HC9XSS5 /
| 16/05/2024 16:43:18 |
Chg.-0.050 |
Bid17:38:22 |
Ask17:38:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-20.00% |
0.200
Bid Size: 20,000 |
0.210
Ask Size: 20,000 |
TELEFONICA INH. ... |
4.00 EUR |
18/09/2024 |
Call |
Master data
| WKN: |
HC9XSS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 EUR |
| Maturity: |
18/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.19 |
| Parity: |
0.15 |
| Time value: |
0.12 |
| Break-even: |
4.27 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
12.50% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
11.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.190 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+53.85% |
| 3 Months |
|
|
+217.46% |
| YTD |
|
|
+108.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.210 |
| 1M High / 1M Low: |
0.350 |
0.130 |
| 6M High / 6M Low: |
0.350 |
0.063 |
| High (YTD): |
07/05/2024 |
0.350 |
| Low (YTD): |
16/02/2024 |
0.063 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.171 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.75% |
| Volatility 6M: |
|
161.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
