UniCredit Call 200 SWGAF 18.12.2024
/ DE000HD23MP9
UniCredit Call 200 SWGAF 18.12.20.../ DE000HD23MP9 /
| 2024-07-30 5:31:36 PM |
Chg.+0.060 |
Bid5:54:44 PM |
Ask5:54:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+11.11% |
0.600
Bid Size: 12,000 |
0.650
Ask Size: 12,000 |
Swatch Group AG |
200.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD23MP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.27 |
| Parity: |
-1.50 |
| Time value: |
0.62 |
| Break-even: |
206.20 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.10 |
| Spread %: |
19.23% |
| Delta: |
0.36 |
| Theta: |
-0.04 |
| Omega: |
10.76 |
| Rho: |
0.23 |
Quote data
| Open: |
0.580 |
| High: |
0.630 |
| Low: |
0.580 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.65% |
| 1 Month |
|
|
-32.58% |
| 3 Months |
|
|
-53.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.470 |
| 1M High / 1M Low: |
0.940 |
0.310 |
| 6M High / 6M Low: |
3.260 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.654 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.593 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
363.73% |
| Volatility 6M: |
|
183.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
