UniCredit Call 240 SWGAF 18.12.2024
/ DE000HD4YUE9
UniCredit Call 240 SWGAF 18.12.20.../ DE000HD4YUE9 /
| 7/10/2024 3:21:12 PM |
Chg.+0.040 |
Bid5:31:04 PM |
Ask5:31:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+23.53% |
0.200
Bid Size: 12,000 |
0.250
Ask Size: 12,000 |
Swatch Group AG |
240.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD4YUE |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
4/24/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
75.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
-5.16 |
| Time value: |
0.25 |
| Break-even: |
242.50 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.10 |
| Spread %: |
66.67% |
| Delta: |
0.14 |
| Theta: |
-0.03 |
| Omega: |
10.87 |
| Rho: |
0.11 |
Quote data
| Open: |
0.190 |
| High: |
0.210 |
| Low: |
0.190 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.170 |
| 1M High / 1M Low: |
0.330 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.245 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
