UniCredit Call 190 SWGAF 18.12.2024
/ DE000HD5CZV5
UniCredit Call 190 SWGAF 18.12.20.../ DE000HD5CZV5 /
| 2024-07-30 6:24:48 PM |
Chg.+0.070 |
Bid6:56:24 PM |
Ask6:56:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+8.54% |
0.870
Bid Size: 12,000 |
0.920
Ask Size: 12,000 |
Swatch Group AG |
190.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD5CZV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.27 |
| Parity: |
-0.50 |
| Time value: |
0.89 |
| Break-even: |
198.90 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.10 |
| Spread %: |
12.66% |
| Delta: |
0.49 |
| Theta: |
-0.04 |
| Omega: |
10.19 |
| Rho: |
0.32 |
Quote data
| Open: |
0.900 |
| High: |
0.940 |
| Low: |
0.860 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.10% |
| 1 Month |
|
|
-29.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.730 |
| 1M High / 1M Low: |
1.340 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.969 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
