UniCredit Call 400 ITU 15.01.2025
/ DE000HC3L5W2
UniCredit Call 400 ITU 15.01.2025/ DE000HC3L5W2 /
| 2024-05-17 1:24:57 PM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 24.66EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
INTUIT INC. D... |
400.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HC3L5W |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTUIT INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2023-01-27 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.25 |
| Intrinsic value: |
13.24 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.23 |
| Parity: |
13.24 |
| Time value: |
11.49 |
| Break-even: |
647.30 |
| Moneyness: |
1.33 |
| Premium: |
0.22 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
-0.62 |
| Spread %: |
-2.45% |
| Delta: |
0.79 |
| Theta: |
-0.35 |
| Omega: |
1.70 |
| Rho: |
1.03 |
Quote data
| Open: |
24.63 |
| High: |
24.66 |
| Low: |
24.63 |
| Previous Close: |
24.72 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
-1.64% |
| YTD |
|
|
+7.78% |
| 1 Year |
|
|
+160.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
24.78 |
22.57 |
| 6M High / 6M Low: |
26.74 |
19.72 |
| High (YTD): |
2024-02-27 |
26.74 |
| Low (YTD): |
2024-01-04 |
19.72 |
| 52W High: |
2024-02-27 |
26.74 |
| 52W Low: |
2023-06-12 |
10.45 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
23.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
23.41 |
| Avg. volume 6M: |
|
2.52 |
| Avg. price 1Y: |
|
18.74 |
| Avg. volume 1Y: |
|
1.15 |
| Volatility 1M: |
|
61.45% |
| Volatility 6M: |
|
56.19% |
| Volatility 1Y: |
|
58.32% |
| Volatility 3Y: |
|
- |
