UniCredit Call 12 SDF 18.12.2024
/ DE000HD0LJ42
UniCredit Call 12 SDF 18.12.2024/ DE000HD0LJ42 /
2024-09-27 7:28:43 PM |
Chg.+0.140 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
+51.85% |
0.400 Bid Size: 8,000 |
0.420 Ask Size: 8,000 |
K+S AG NA O.N. |
12.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HD0LJ4 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
K+S AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-11-09 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
28.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.26 |
Parity: |
-0.10 |
Time value: |
0.42 |
Break-even: |
12.42 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
5.00% |
Delta: |
0.52 |
Theta: |
0.00 |
Omega: |
14.62 |
Rho: |
0.01 |
Quote data
Open: |
0.310 |
High: |
0.450 |
Low: |
0.310 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+64.00% |
1 Month |
|
|
+127.78% |
3 Months |
|
|
-30.51% |
YTD |
|
|
-41.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.210 |
1M High / 1M Low: |
0.410 |
0.100 |
6M High / 6M Low: |
0.760 |
0.100 |
High (YTD): |
2024-04-04 |
0.760 |
Low (YTD): |
2024-09-10 |
0.100 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.264 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.186 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.484 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
278.32% |
Volatility 6M: |
|
156.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |