UC WAR. CALL 10/24 ZAL/ DE000HD8GEM4 /
| 10/2/2024 1:41:16 PM | Chg.- | Bid3:22:58 PM | Ask10/2/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3400EUR | - | 2.2500 Bid Size: 15,000 |
- Ask Size: 15,000 |
ZALANDO SE | 27.00 - | 10/16/2024 | Call |
Master data
| WKN: | HD8GEM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ZALANDO SE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 27.00 - |
| Maturity: | 10/16/2024 |
| Issue date: | 9/4/2024 |
| Last trading day: | 10/7/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.38 |
|---|---|
| Intrinsic value: | 2.15 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.46 |
| Parity: | 2.15 |
| Time value: | 0.18 |
| Break-even: | 29.33 |
| Moneyness: | 1.08 |
| Premium: | 0.01 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.13 |
| Spread %: | 5.91% |
| Delta: | 0.86 |
| Theta: | -0.02 |
| Omega: | 10.80 |
| Rho: | 0.01 |
Quote data
| Open: | 2.2200 |
|---|---|
| High: | 2.6100 |
| Low: | 2.2200 |
| Previous Close: | 2.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.14% | ||
|---|---|---|---|
| 1 Month | +1700.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9100 | 2.3400 |
|---|---|---|
| 1M High / 1M Low: | 2.9300 | 0.0570 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.5367 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1907 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 1,180.64% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
