UC WAR. CALL 12/24 ZFIN/ DE000HD683N5 /
2024-08-14 9:46:36 PM | Chg.+0.1700 | Bid9:59:39 PM | Ask9:59:39 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1800EUR | +16.83% | 1.1700 Bid Size: 3,000 |
1.2700 Ask Size: 3,000 |
Zurich Insurance Gro... | 490.00 - | 2024-12-18 | Call |
Master data
WKN: | HD683N |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Zurich Insurance Group Ltd |
Type: | Warrant |
Option type: | Call |
Strike price: | 490.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2024-06-10 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 44.17 |
Leverage: | Yes |
Calculated values
Fair value: | 1.83 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.09 |
Historic volatility: | 0.15 |
Parity: | -0.41 |
Time value: | 1.10 |
Break-even: | 501.00 |
Moneyness: | 0.99 |
Premium: | 0.03 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.10 |
Spread %: | 10.00% |
Delta: | 0.54 |
Theta: | -0.06 |
Omega: | 23.93 |
Rho: | 0.87 |
Quote data
Open: | 1.0100 |
---|---|
High: | 1.1800 |
Low: | 1.0100 |
Previous Close: | 1.0100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +34.09% | ||
---|---|---|---|
1 Month | -28.05% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0100 | 0.8800 |
---|---|---|
1M High / 1M Low: | 1.8200 | 0.8200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.9240 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2982 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 186.47% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |