UniCredit Call 80 SIX2 18.09.2024
/ DE000HD04P31
UniCredit Call 80 SIX2 18.09.2024/ DE000HD04P31 /
| 2024-05-24 6:30:37 PM |
Chg.-0.060 |
Bid9:59:03 PM |
Ask9:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-18.75% |
0.260
Bid Size: 12,000 |
0.290
Ask Size: 12,000 |
SIXT SE ST O.N. |
80.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD04P3 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.30 |
| Parity: |
-0.39 |
| Time value: |
0.29 |
| Break-even: |
82.90 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.03 |
| Spread %: |
11.54% |
| Delta: |
0.42 |
| Theta: |
-0.02 |
| Omega: |
10.97 |
| Rho: |
0.09 |
Quote data
| Open: |
0.260 |
| High: |
0.280 |
| Low: |
0.250 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.91% |
| 1 Month |
|
|
-78.51% |
| 3 Months |
|
|
-73.74% |
| YTD |
|
|
-89.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.260 |
| 1M High / 1M Low: |
1.270 |
0.260 |
| 6M High / 6M Low: |
2.450 |
0.260 |
| High (YTD): |
2024-01-02 |
2.410 |
| Low (YTD): |
2024-05-24 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| Avg. volume 1W: |
|
200 |
| Avg. price 1M: |
|
0.592 |
| Avg. volume 1M: |
|
460 |
| Avg. price 6M: |
|
1.333 |
| Avg. volume 6M: |
|
74.194 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.15% |
| Volatility 6M: |
|
176.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
