UniCredit Call 240 MDO 18.09.2024
/ DE000HD4JUQ4
UniCredit Call 240 MDO 18.09.2024/ DE000HD4JUQ4 /
8/14/2024 7:36:57 PM |
Chg.+0.020 |
Bid9:54:07 PM |
Ask9:54:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.030EUR |
+1.00% |
2.030 Bid Size: 60,000 |
2.040 Ask Size: 60,000 |
MCDONALDS CORP. DL... |
240.00 - |
9/18/2024 |
Call |
Master data
WKN: |
HD4JUQ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
MCDONALDS CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 - |
Maturity: |
9/18/2024 |
Issue date: |
4/11/2024 |
Last trading day: |
9/17/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
12.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.55 |
Historic volatility: |
0.15 |
Parity: |
0.58 |
Time value: |
1.43 |
Break-even: |
260.10 |
Moneyness: |
1.02 |
Premium: |
0.06 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.01 |
Spread %: |
0.50% |
Delta: |
0.60 |
Theta: |
-0.25 |
Omega: |
7.30 |
Rho: |
0.12 |
Quote data
Open: |
2.000 |
High: |
2.030 |
Low: |
1.980 |
Previous Close: |
2.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.50% |
1 Month |
|
|
+56.15% |
3 Months |
|
|
+4.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.030 |
1.940 |
1M High / 1M Low: |
2.030 |
1.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.990 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.688 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |