UniCredit Call 180 SWGAF 18.12.2024
/ DE000HD4YUD1
UniCredit Call 180 SWGAF 18.12.20.../ DE000HD4YUD1 /
9/18/2024 10:06:41 AM |
Chg.0.000 |
Bid10:17:01 AM |
Ask10:17:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
0.00% |
0.180 Bid Size: 50,000 |
0.200 Ask Size: 50,000 |
Swatch Group AG |
180.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HD4YUD |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Swatch Group AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 - |
Maturity: |
12/18/2024 |
Issue date: |
4/24/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
62.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.26 |
Parity: |
-1.71 |
Time value: |
0.26 |
Break-even: |
182.60 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.09 |
Spread %: |
52.94% |
Delta: |
0.24 |
Theta: |
-0.04 |
Omega: |
15.06 |
Rho: |
0.09 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.190 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.48% |
1 Month |
|
|
-85.82% |
3 Months |
|
|
-91.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.180 |
1M High / 1M Low: |
1.370 |
0.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.732 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
205.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |