UniCredit Call 20 AOMD 18.12.2024/  DE000HD7F920  /

Frankfurt Zert./HVB
10/8/2024  7:25:35 PM Chg.-0.060 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
1.320EUR -4.35% -
Bid Size: -
-
Ask Size: -
ALSTOM S.A. INH. ... 20.00 EUR 12/18/2024 Call
 

Master data

WKN: HD7F92
Issuer: UniCredit
Currency: EUR
Underlying: ALSTOM S.A. INH. EO 7
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 12/18/2024
Issue date: 7/29/2024
Last trading day: 12/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.57
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.42
Parity: -0.60
Time value: 1.43
Break-even: 21.43
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 0.68
Spread abs.: 0.15
Spread %: 11.72%
Delta: 0.50
Theta: -0.01
Omega: 6.75
Rho: 0.02
 

Quote data

Open: 1.270
High: 1.390
Low: 1.260
Previous Close: 1.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+48.31%
1 Month  
+200.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.380 0.890
1M High / 1M Low: 1.380 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.805
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   305.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -