UniCredit Call 40 G1A 18.09.2024
/ DE000HC9D8C2
UniCredit Call 40 G1A 18.09.2024/ DE000HC9D8C2 /
| 6/11/2024 10:20:45 AM |
Chg.+0.010 |
Bid10:30:05 AM |
Ask10:30:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+9.09% |
0.120
Bid Size: 225,000 |
0.130
Ask Size: 225,000 |
GEA GROUP AG |
40.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9D8C |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
9/21/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-0.21 |
| Time value: |
0.13 |
| Break-even: |
41.30 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
0.39 |
| Theta: |
-0.01 |
| Omega: |
11.45 |
| Rho: |
0.04 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-42.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.081 |
| 1M High / 1M Low: |
0.160 |
0.081 |
| 6M High / 6M Low: |
0.240 |
0.081 |
| High (YTD): |
3/22/2024 |
0.240 |
| Low (YTD): |
6/6/2024 |
0.081 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.149 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.15% |
| Volatility 6M: |
|
189.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
