UC WAR. CALL 12/24 ZFIN/ DE000HD8E0N4 /
| 11/11/2024 21:45:32 | Chg.+0.5100 | Bid21:59:56 | Ask21:59:56 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1000EUR | +32.08% | 2.0700 Bid Size: 2,000 |
2.1800 Ask Size: 2,000 |
ZURICH INSURANCE N | 510.00 CHF | 18/12/2024 | Call |
Master data
| WKN: | HD8E0N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ZURICH INSURANCE N |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 510.00 CHF |
| Maturity: | 18/12/2024 |
| Issue date: | 02/09/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 31.99 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.53 |
|---|---|
| Intrinsic value: | 0.68 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.15 |
| Parity: | 0.68 |
| Time value: | 1.04 |
| Break-even: | 560.61 |
| Moneyness: | 1.01 |
| Premium: | 0.02 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.11 |
| Spread %: | 6.83% |
| Delta: | 0.62 |
| Theta: | -0.19 |
| Omega: | 19.77 |
| Rho: | 0.33 |
Quote data
| Open: | 1.7800 |
|---|---|
| High: | 2.1900 |
| Low: | 1.7800 |
| Previous Close: | 1.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +40.94% | ||
|---|---|---|---|
| 1 Month | +3.45% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2000 | 1.4900 |
|---|---|---|
| 1M High / 1M Low: | 2.6600 | 1.4100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0448 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 253.19% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
