UC INLINE.WAR. 08/24 DBK/ DE000HD4JJM6 /
| 2024-07-09 9:46:00 PM | Chg.-0.020 | Bid9:59:22 PM | Ask9:59:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 9.440EUR | -0.21% | 9.430 Bid Size: 6,000 |
9.570 Ask Size: 6,000 |
DEUTSCHE BANK AG NA ... | - - | 2024-08-14 | Call |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD4JJM |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | - - |
| Maturity: | 2024-08-14 |
| Issue date: | 2024-04-11 |
| Last trading day: | 2024-08-13 |
| Ratio: | 1:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 1.63 |
| Knock-out: | 20.00 |
| Knock-out violated on: | - |
| Distance to knock-out: | -4.528 |
| Distance to knock-out %: | -29.27% |
| Distance to strike price: | - |
| Distance to strike price %: | - |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | - |
| Premium p.a.: | - |
| Spread abs.: | 0.14 |
| Spread %: | 1.50% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 9.460 |
|---|---|
| High: | 9.460 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.89% | ||
|---|---|---|---|
| 1 Month | +6.43% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 9.660 | 9.000 |
|---|---|---|
| 1M High / 1M Low: | 9.660 | 6.720 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 9.358 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.190 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 88.35% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
