UniCredit Call 9.855 FMC1 19.06.2024
/ DE000HD0BMW4
UniCredit Call 9.855 FMC1 19.06.2.../ DE000HD0BMW4 /
| 2024-05-09 1:16:23 PM |
Chg.-0.040 |
Bid9:57:45 PM |
Ask2024-05-09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.240EUR |
-1.75% |
-
Bid Size: - |
-
Ask Size: - |
FORD MOTOR D... |
9.855 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD0BMW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
FORD MOTOR DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.86 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-05-09 |
| Ratio: |
1:1.01 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
1.73 |
| Historic volatility: |
0.30 |
| Parity: |
1.38 |
| Time value: |
1.31 |
| Break-even: |
12.51 |
| Moneyness: |
1.14 |
| Premium: |
0.12 |
| Premium p.a.: |
3.94 |
| Spread abs.: |
0.47 |
| Spread %: |
21.17% |
| Delta: |
0.70 |
| Theta: |
-0.04 |
| Omega: |
2.95 |
| Rho: |
0.00 |
Quote data
| Open: |
2.220 |
| High: |
2.240 |
| Low: |
2.220 |
| Previous Close: |
2.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
+0.90% |
| YTD |
|
|
-5.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.880 |
2.220 |
| 6M High / 6M Low: |
3.560 |
1.050 |
| High (YTD): |
2024-04-03 |
3.560 |
| Low (YTD): |
2024-01-18 |
1.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.271 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.60% |
| Volatility 6M: |
|
151.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
