UniCredit Call 155 UHR 18.12.2024
/ DE000HD8N7T5
UniCredit Call 155 UHR 18.12.2024/ DE000HD8N7T5 /
| 10/11/2024 8:23:47 PM |
Chg.-0.13 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.22EUR |
-3.88% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
155.00 CHF |
12/18/2024 |
Call |
Master data
| WKN: |
HD8N7T |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 CHF |
| Maturity: |
12/18/2024 |
| Issue date: |
9/12/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.31 |
| Parity: |
2.72 |
| Time value: |
0.90 |
| Break-even: |
201.55 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.43 |
| Spread %: |
13.48% |
| Delta: |
0.77 |
| Theta: |
-0.13 |
| Omega: |
4.07 |
| Rho: |
0.20 |
Quote data
| Open: |
3.21 |
| High: |
3.26 |
| Low: |
3.19 |
| Previous Close: |
3.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.56% |
| 1 Month |
|
|
+215.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.99 |
3.14 |
| 1M High / 1M Low: |
3.99 |
0.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
647.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
