UniCredit Call 115 DWD 18.12.2024
/ DE000HD546X3
UniCredit Call 115 DWD 18.12.2024/ DE000HD546X3 /
| 07/11/2024 13:22:19 |
Chg.-0.080 |
Bid21:59:30 |
Ask07/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.730EUR |
-4.42% |
-
Bid Size: - |
-
Ask Size: - |
MORGAN STANLEY D... |
115.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD546X |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MORGAN STANLEY DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
29/04/2024 |
| Last trading day: |
07/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.25 |
| Parity: |
1.02 |
| Time value: |
0.72 |
| Break-even: |
132.40 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.38 |
| Spread %: |
27.94% |
| Delta: |
0.69 |
| Theta: |
-0.15 |
| Omega: |
4.95 |
| Rho: |
0.07 |
Quote data
| Open: |
1.680 |
| High: |
1.730 |
| Low: |
1.670 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+198.28% |
| 1 Month |
|
|
+496.55% |
| 3 Months |
|
|
+2176.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
0.580 |
| 1M High / 1M Low: |
1.810 |
0.310 |
| 6M High / 6M Low: |
1.810 |
0.066 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.373 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.688 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.246 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
817.86% |
| Volatility 6M: |
|
390.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
