UniCredit Call 70 EVD 18.09.2024
/ DE000HC9D757
UniCredit Call 70 EVD 18.09.2024/ DE000HC9D757 /
| 2024-06-04 9:13:39 AM |
Chg.-0.020 |
Bid9:39:48 AM |
Ask9:39:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
-1.92% |
1.060
Bid Size: 50,000 |
1.080
Ask Size: 50,000 |
CTS EVENTIM KGAA |
70.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9D75 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-09-21 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
0.94 |
| Time value: |
0.31 |
| Break-even: |
82.50 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
6.84% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
4.94 |
| Rho: |
0.14 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.89% |
| 1 Month |
|
|
-31.08% |
| 3 Months |
|
|
+14.61% |
| YTD |
|
|
+131.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.040 |
| 1M High / 1M Low: |
1.620 |
1.040 |
| 6M High / 6M Low: |
1.690 |
0.250 |
| High (YTD): |
2024-04-08 |
1.690 |
| Low (YTD): |
2024-01-23 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.371 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.891 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.03% |
| Volatility 6M: |
|
158.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
