UniCredit Call 60 SAX 18.09.2024
/ DE000HC9D229
UniCredit Call 60 SAX 18.09.2024/ DE000HC9D229 /
| 5/28/2024 8:34:23 PM |
Chg.-0.040 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-5.80% |
-
Bid Size: - |
-
Ask Size: - |
STROEER SE + CO. KGA... |
60.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9D22 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
9/21/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.23 |
| Parity: |
0.65 |
| Time value: |
0.11 |
| Break-even: |
67.50 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.07 |
| Spread %: |
10.29% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
7.89 |
| Rho: |
0.16 |
Quote data
| Open: |
0.650 |
| High: |
0.670 |
| Low: |
0.650 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.96% |
| 1 Month |
|
|
+103.13% |
| 3 Months |
|
|
+441.67% |
| YTD |
|
|
+132.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.650 |
| 1M High / 1M Low: |
0.830 |
0.300 |
| 6M High / 6M Low: |
0.830 |
0.120 |
| High (YTD): |
5/21/2024 |
0.830 |
| Low (YTD): |
3/1/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.276 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.56% |
| Volatility 6M: |
|
188.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
