UC DIS.CERT. 09/24 CALL ALV
/ DE000HD04QJ3
UC DIS.CERT. 09/24 CALL ALV/ DE000HD04QJ3 /
06/08/2024 09:46:14 |
Chg.+0.0200 |
Bid10:01:51 |
Ask10:01:51 |
Underlying |
Strike price |
Expiration date |
Option type |
2.4300EUR |
+0.83% |
2.4200 Bid Size: 125,000 |
2.4300 Ask Size: 125,000 |
ALLIANZ SE NA O.N. |
180.00 - |
18/09/2024 |
Call |
Master data
WKN: |
HD04QJ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ALLIANZ SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 - |
Maturity: |
18/09/2024 |
Issue date: |
24/10/2023 |
Last trading day: |
17/09/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
10.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.63 |
Intrinsic value: |
6.55 |
Implied volatility: |
- |
Historic volatility: |
0.16 |
Parity: |
6.55 |
Time value: |
-4.13 |
Break-even: |
204.20 |
Moneyness: |
1.36 |
Premium: |
-0.17 |
Premium p.a.: |
-0.79 |
Spread abs.: |
0.01 |
Spread %: |
0.41% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.4200 |
High: |
2.4300 |
Low: |
2.4200 |
Previous Close: |
2.4100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.62% |
1 Month |
|
|
-0.41% |
3 Months |
|
|
-0.82% |
YTD |
|
|
+8.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.4700 |
2.4100 |
1M High / 1M Low: |
2.4700 |
2.4100 |
6M High / 6M Low: |
2.4700 |
2.2800 |
High (YTD): |
02/08/2024 |
2.4700 |
Low (YTD): |
03/01/2024 |
2.2300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.4580 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
2.4543 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
2.4210 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
9.36% |
Volatility 6M: |
|
6.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |