UniCredit Call 240 SWGAF 18.12.20.../  DE000HD4YUE9  /

EUWAX
02/08/2024  20:51:52 Chg.- Bid08:30:01 Ask08:30:01 Underlying Strike price Expiration date Option type
0.010EUR - 0.001
Bid Size: 10,000
-
Ask Size: -
Swatch Group AG 240.00 - 18/12/2024 Call
 

Master data

WKN: HD4YUE
Issuer: UniCredit
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 18/12/2024
Issue date: 24/04/2024
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.24
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.27
Parity: -5.41
Time value: 0.43
Break-even: 244.30
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 1.07
Spread abs.: 0.42
Spread %: 4,200.00%
Delta: 0.19
Theta: -0.05
Omega: 8.30
Rho: 0.12
 

Quote data

Open: 0.039
High: 0.042
Low: 0.010
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -90.91%
1 Month
  -94.74%
3 Months
  -97.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.010
1M High / 1M Low: 0.210 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.113
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,209.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -