UC WAR. CALL 12/24 ZFIN/ DE000HD0H2D6 /
| 16/07/2024 17:46:54 | Chg.-0.0900 | Bid18:46:26 | Ask18:46:26 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4900EUR | -15.52% | 0.5000 Bid Size: 8,000 |
0.5500 Ask Size: 8,000 |
Zurich Insurance Gro... | 520.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD0H2D |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Zurich Insurance Group Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 520.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 06/11/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 80.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.12 |
| Historic volatility: | 0.15 |
| Parity: | -3.16 |
| Time value: | 0.61 |
| Break-even: | 526.10 |
| Moneyness: | 0.94 |
| Premium: | 0.08 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.10 |
| Spread %: | 19.61% |
| Delta: | 0.28 |
| Theta: | -0.05 |
| Omega: | 22.25 |
| Rho: | 0.55 |
Quote data
| Open: | 0.5800 |
|---|---|
| High: | 0.5800 |
| Low: | 0.4700 |
| Previous Close: | 0.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.97% | ||
|---|---|---|---|
| 1 Month | -22.22% | ||
| 3 Months | -7.55% | ||
| YTD | +6.52% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6600 | 0.5800 |
|---|---|---|
| 1M High / 1M Low: | 0.9400 | 0.5000 |
| 6M High / 6M Low: | 1.0600 | 0.2800 |
| High (YTD): | 20/03/2024 | 1.0600 |
| Low (YTD): | 15/02/2024 | 0.2800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7152 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5903 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 157.52% | |
| Volatility 6M: | 165.50% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
