UniCredit Call 58 SAX 18.09.2024
/ DE000HD4U6V8
UniCredit Call 58 SAX 18.09.2024/ DE000HD4U6V8 /
| 2024-06-03 7:38:24 PM |
Chg.-0.020 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-2.53% |
0.760
Bid Size: 6,000 |
0.830
Ask Size: 6,000 |
STROEER SE + CO. KGA... |
58.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD4U6V |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
0.75 |
| Time value: |
0.11 |
| Break-even: |
66.60 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.07 |
| Spread %: |
8.86% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
6.72 |
| Rho: |
0.14 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.770 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.94% |
| 1 Month |
|
|
+37.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.740 |
| 1M High / 1M Low: |
0.940 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.736 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
