UniCredit Call 240 MTX 18.09.2024
/ DE000HD4VZB0
UniCredit Call 240 MTX 18.09.2024/ DE000HD4VZB0 /
| 7/8/2024 7:37:25 PM |
Chg.+0.010 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.270EUR |
+0.44% |
2.250
Bid Size: 2,000 |
2.330
Ask Size: 2,000 |
MTU AERO ENGINES NA ... |
240.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD4VZB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
4/22/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
1.28 |
| Time value: |
1.08 |
| Break-even: |
263.60 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.08 |
| Spread %: |
3.51% |
| Delta: |
0.68 |
| Theta: |
-0.11 |
| Omega: |
7.24 |
| Rho: |
0.29 |
Quote data
| Open: |
2.450 |
| High: |
2.470 |
| Low: |
2.260 |
| Previous Close: |
2.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+87.60% |
| 1 Month |
|
|
+144.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.260 |
1.210 |
| 1M High / 1M Low: |
2.260 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
394.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
