UniCredit Call 55 SAX 18.09.2024
/ DE000HC9D211
UniCredit Call 55 SAX 18.09.2024/ DE000HC9D211 /
| 5/15/2024 4:21:53 PM |
Chg.+0.030 |
Bid4:48:27 PM |
Ask4:48:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+3.95% |
0.780
Bid Size: 30,000 |
0.790
Ask Size: 30,000 |
STROEER SE + CO. KGA... |
55.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9D21 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
9/21/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.22 |
| Parity: |
0.69 |
| Time value: |
0.12 |
| Break-even: |
63.10 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
8.00% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
6.70 |
| Rho: |
0.16 |
Quote data
| Open: |
0.810 |
| High: |
0.820 |
| Low: |
0.790 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.47% |
| 1 Month |
|
|
+64.58% |
| 3 Months |
|
|
+132.35% |
| YTD |
|
|
+71.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.760 |
| 1M High / 1M Low: |
0.860 |
0.480 |
| 6M High / 6M Low: |
0.860 |
0.260 |
| High (YTD): |
5/10/2024 |
0.860 |
| Low (YTD): |
3/1/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.668 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.446 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.18% |
| Volatility 6M: |
|
132.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
