UniCredit Call 40 FL 18.09.2024
/ DE000HD03RY2
UniCredit Call 40 FL 18.09.2024/ DE000HD03RY2 /
| 24/05/2024 19:36:32 |
Chg.+0.020 |
Bid21:51:05 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+5.56% |
0.350
Bid Size: 12,000 |
-
Ask Size: - |
Foot Locker Inc |
40.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD03RY |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Foot Locker Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
53.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.58 |
| Parity: |
-19.65 |
| Time value: |
0.38 |
| Break-even: |
40.38 |
| Moneyness: |
0.51 |
| Premium: |
0.98 |
| Premium p.a.: |
7.64 |
| Spread abs.: |
0.03 |
| Spread %: |
8.57% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
5.57 |
| Rho: |
0.01 |
Quote data
| Open: |
0.170 |
| High: |
0.390 |
| Low: |
0.170 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.39% |
| 1 Month |
|
|
-37.70% |
| 3 Months |
|
|
-90.82% |
| YTD |
|
|
-88.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.360 |
| 1M High / 1M Low: |
0.770 |
0.360 |
| 6M High / 6M Low: |
4.700 |
0.085 |
| High (YTD): |
23/02/2024 |
4.700 |
| Low (YTD): |
23/04/2024 |
0.085 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.542 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.969 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.37% |
| Volatility 6M: |
|
470.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
