UniCredit Call 240 MTX 18.09.2024
/ DE000HD4VZB0
UniCredit Call 240 MTX 18.09.2024/ DE000HD4VZB0 /
| 8/15/2024 12:21:47 PM |
Chg.-0.10 |
Bid2:51:56 PM |
Ask2:51:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.70EUR |
-3.57% |
2.84
Bid Size: 20,000 |
2.86
Ask Size: 20,000 |
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: |
9.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.71 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
2.53 |
| Time value: |
0.34 |
| Break-even: |
268.70 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.08 |
| Spread %: |
2.87% |
| Delta: |
0.84 |
| Theta: |
-0.12 |
| Omega: |
7.77 |
| Rho: |
0.18 |
Quote data
| Open: |
2.91 |
| High: |
2.91 |
| Low: |
2.70 |
| Previous Close: |
2.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.41% |
| 1 Month |
|
|
+42.11% |
| 3 Months |
|
|
+84.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.80 |
2.23 |
| 1M High / 1M Low: |
3.66 |
1.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
