UC WAR. CALL 12/24 ZFIN/ DE000HD3KF44 /
| 9/17/2024 5:47:03 PM | Chg.-0.0200 | Bid6:04:59 PM | Ask6:04:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6600EUR | -2.94% | 0.6100 Bid Size: 6,000 |
0.6500 Ask Size: 6,000 |
Zurich Insurance Gro... | 540.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD3KF4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Zurich Insurance Group Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 540.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 3/11/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 57.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.99 |
|---|---|
| Intrinsic value: | 0.16 |
| Implied volatility: | 0.05 |
| Historic volatility: | 0.15 |
| Parity: | 0.16 |
| Time value: | 0.78 |
| Break-even: | 549.40 |
| Moneyness: | 1.00 |
| Premium: | 0.01 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.44 |
| Spread %: | 88.00% |
| Delta: | 0.67 |
| Theta: | -0.06 |
| Omega: | 38.65 |
| Rho: | 0.89 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.7000 |
| Low: | 0.5900 |
| Previous Close: | 0.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +69.23% | ||
|---|---|---|---|
| 1 Month | +200.00% | ||
| 3 Months | +65.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6800 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 0.6800 | 0.2200 |
| 6M High / 6M Low: | 0.6800 | 0.1200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3481 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3477 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 259.95% | |
| Volatility 6M: | 212.92% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
