UniCredit Call 55 SAX 18.09.2024
/ DE000HC9D211
UniCredit Call 55 SAX 18.09.2024/ DE000HC9D211 /
| 2024-05-15 9:52:02 AM |
Chg.+0.050 |
Bid2024-05-15 |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+6.58% |
0.810
Bid Size: 30,000 |
0.820
Ask Size: 30,000 |
STROEER SE + CO. KGA... |
55.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9D21 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-09-21 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.22 |
| Parity: |
0.80 |
| Time value: |
0.10 |
| Break-even: |
64.00 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
7.14% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
6.44 |
| Rho: |
0.17 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.22% |
| 1 Month |
|
|
+65.31% |
| 3 Months |
|
|
+138.24% |
| YTD |
|
|
+72.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.760 |
| 1M High / 1M Low: |
0.870 |
0.480 |
| 6M High / 6M Low: |
0.870 |
0.270 |
| High (YTD): |
2024-05-10 |
0.870 |
| Low (YTD): |
2024-03-01 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.450 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.90% |
| Volatility 6M: |
|
134.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
