UniCredit Call 300 MTX 15.01.2025
/ DE000HD9SL26
UniCredit Call 300 MTX 15.01.2025/ DE000HD9SL26 /
| 12/12/2024 13:06:55 |
Chg.- |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.93EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MTU AERO ENGINES NA ... |
300.00 - |
15/01/2025 |
Call |
Master data
| WKN: |
HD9SL2 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 - |
| Maturity: |
15/01/2025 |
| Issue date: |
23/10/2024 |
| Last trading day: |
12/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
2.43 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.21 |
| Parity: |
2.43 |
| Time value: |
0.46 |
| Break-even: |
328.90 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.08 |
| Spread %: |
2.85% |
| Delta: |
0.78 |
| Theta: |
-0.86 |
| Omega: |
8.81 |
| Rho: |
0.04 |
Quote data
| Open: |
2.51 |
| High: |
2.93 |
| Low: |
2.51 |
| Previous Close: |
2.66 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+26.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.93 |
2.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |