UniCredit Call 20 ZAL 14.08.2024
/ DE000HD6LLE0
UniCredit Call 20 ZAL 14.08.2024/ DE000HD6LLE0 /
| 2024-07-26 7:40:15 PM |
Chg.+0.310 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.180EUR |
+8.01% |
4.160
Bid Size: 3,000 |
4.260
Ask Size: 3,000 |
ZALANDO SE |
20.00 - |
2024-08-14 |
Call |
Master data
| WKN: |
HD6LLE |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
2024-08-14 |
| Issue date: |
2024-06-26 |
| Last trading day: |
2024-08-13 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.14 |
| Intrinsic value: |
4.07 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.46 |
| Parity: |
4.07 |
| Time value: |
0.19 |
| Break-even: |
24.26 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
2.40% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
5.15 |
| Rho: |
0.01 |
Quote data
| Open: |
3.750 |
| High: |
4.340 |
| Low: |
3.750 |
| Previous Close: |
3.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.76% |
| 1 Month |
|
|
+81.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.180 |
3.470 |
| 1M High / 1M Low: |
4.700 |
2.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.880 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
