UniCredit Call 22 FL 18.12.2024
/ DE000HD9JZD0
UniCredit Call 22 FL 18.12.2024/ DE000HD9JZD0 /
| 2024-11-12 7:15:38 PM |
Chg.+0.010 |
Bid8:11:11 PM |
Ask8:11:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+2.50% |
0.420
Bid Size: 50,000 |
0.430
Ask Size: 50,000 |
Foot Locker Inc |
22.00 USD |
2024-12-18 |
Call |
Master data
| WKN: |
HD9JZD |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Foot Locker Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 USD |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-10-14 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.57 |
| Parity: |
0.27 |
| Time value: |
0.14 |
| Break-even: |
24.73 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
4.10 |
| Rho: |
0.01 |
Quote data
| Open: |
0.390 |
| High: |
0.410 |
| Low: |
0.390 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.89% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.360 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
