UniCredit Call 60 SAX 18.09.2024
/ DE000HC9D229
UniCredit Call 60 SAX 18.09.2024/ DE000HC9D229 /
| 31/05/2024 10:34:39 |
Chg.+0.040 |
Bid10:58:02 |
Ask10:58:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+6.78% |
0.640
Bid Size: 50,000 |
0.650
Ask Size: 50,000 |
STROEER SE + CO. KGA... |
60.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9D22 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
21/09/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.51 |
| Time value: |
0.24 |
| Break-even: |
67.40 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.26 |
| Spread %: |
54.17% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
6.57 |
| Rho: |
0.12 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.86% |
| 1 Month |
|
|
+96.88% |
| 3 Months |
|
|
+425.00% |
| YTD |
|
|
+125.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.580 |
| 1M High / 1M Low: |
0.830 |
0.300 |
| 6M High / 6M Low: |
0.830 |
0.120 |
| High (YTD): |
21/05/2024 |
0.830 |
| Low (YTD): |
01/03/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.553 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.281 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.69% |
| Volatility 6M: |
|
188.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
