UniCredit Call 22 LDO 18.12.2024
/ DE000HD1TDQ5
UniCredit Call 22 LDO 18.12.2024/ DE000HD1TDQ5 /
| 08/10/2024 19:35:16 |
Chg.-0.020 |
Bid21:59:40 |
Ask21:59:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-2.08% |
0.930
Bid Size: 4,000 |
0.990
Ask Size: 4,000 |
LEONARDO |
22.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD1TDQ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.31 |
| Parity: |
-1.04 |
| Time value: |
0.99 |
| Break-even: |
22.99 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.06 |
| Spread %: |
6.45% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
9.11 |
| Rho: |
0.02 |
Quote data
| Open: |
1.010 |
| High: |
1.030 |
| Low: |
0.940 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.96% |
| 1 Month |
|
|
-4.08% |
| 3 Months |
|
|
-60.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.890 |
| 1M High / 1M Low: |
1.100 |
0.640 |
| 6M High / 6M Low: |
3.720 |
0.640 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.984 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.112 |
| Avg. volume 6M: |
|
7.692 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.58% |
| Volatility 6M: |
|
195.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
