UniCredit Call 180 SWGAF 18.12.2024
/ DE000HD4YUD1
UniCredit Call 180 SWGAF 18.12.20.../ DE000HD4YUD1 /
| 10/07/2024 18:02:41 |
Chg.+0.08 |
Bid19:01:43 |
Ask19:01:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
+5.00% |
1.70
Bid Size: 8,000 |
1.75
Ask Size: 8,000 |
Swatch Group AG |
180.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD4YUD |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
24/04/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.26 |
| Parity: |
0.84 |
| Time value: |
0.84 |
| Break-even: |
196.80 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
6.33% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
7.79 |
| Rho: |
0.50 |
Quote data
| Open: |
1.53 |
| High: |
1.68 |
| Low: |
1.53 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-17.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.89 |
1.60 |
| 1M High / 1M Low: |
2.26 |
1.60 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
