UniCredit Call 9.855 F 18.09.2024
/ DE000HD0BMX2
UniCredit Call 9.855 F 18.09.2024/ DE000HD0BMX2 /
| 20/06/2024 12:41:59 |
Chg.-0.02 |
Bid14:24:34 |
Ask14:24:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
-1.00% |
1.99
Bid Size: 8,000 |
2.33
Ask Size: 8,000 |
Ford Motor Company |
9.855 USD |
18/09/2024 |
Call |
Master data
| WKN: |
HD0BMX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.86 USD |
| Maturity: |
18/09/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1.01 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.29 |
| Parity: |
1.82 |
| Time value: |
0.63 |
| Break-even: |
11.58 |
| Moneyness: |
1.20 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.45 |
| Spread %: |
22.50% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
3.51 |
| Rho: |
0.01 |
Quote data
| Open: |
1.95 |
| High: |
1.98 |
| Low: |
1.95 |
| Previous Close: |
2.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.16% |
| 1 Month |
|
|
-16.46% |
| 3 Months |
|
|
-35.08% |
| YTD |
|
|
-22.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.11 |
1.91 |
| 1M High / 1M Low: |
2.59 |
1.85 |
| 6M High / 6M Low: |
3.69 |
1.60 |
| High (YTD): |
03/04/2024 |
3.69 |
| Low (YTD): |
18/01/2024 |
1.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.50 |
| Avg. volume 6M: |
|
69.52 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.59% |
| Volatility 6M: |
|
116.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
