UniCredit Call 0.25 TQI 18.12.2024
/ DE000HD3NCT0
UniCredit Call 0.25 TQI 18.12.202.../ DE000HD3NCT0 /
| 16/07/2024 11:38:03 |
Chg.0.000 |
Bid11:42:28 |
Ask11:42:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
0.00% |
0.019
Bid Size: 500,000 |
0.024
Ask Size: 500,000 |
TELECOM ITALIA |
0.25 EUR |
18/12/2024 |
Call |
Master data
| WKN: |
HD3NCT |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
TELECOM ITALIA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.25 EUR |
| Maturity: |
18/12/2024 |
| Issue date: |
13/03/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.39 |
| Parity: |
-0.01 |
| Time value: |
0.02 |
| Break-even: |
0.27 |
| Moneyness: |
0.96 |
| Premium: |
0.15 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
26.32% |
| Delta: |
0.52 |
| Theta: |
0.00 |
| Omega: |
5.15 |
| Rho: |
0.00 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.019 |
| Previous Close: |
0.019 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
+11.76% |
| 3 Months |
|
|
-24.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.021 |
0.016 |
| 1M High / 1M Low: |
0.021 |
0.015 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.019 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
