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: |
|
- |
