UniCredit Call 250 ALV 14.08.2024
/ DE000HD6F054
UniCredit Call 250 ALV 14.08.2024/ DE000HD6F054 /
| 10/07/2024 19:38:25 |
Chg.+0.170 |
Bid21:59:17 |
Ask21:59:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
+12.98% |
1.470
Bid Size: 8,000 |
1.500
Ask Size: 8,000 |
ALLIANZ SE NA O.N. |
250.00 - |
14/08/2024 |
Call |
Master data
| WKN: |
HD6F05 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
14/08/2024 |
| Issue date: |
19/06/2024 |
| Last trading day: |
13/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
0.99 |
| Time value: |
0.31 |
| Break-even: |
263.00 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
2.36% |
| Delta: |
0.77 |
| Theta: |
-0.09 |
| Omega: |
15.31 |
| Rho: |
0.18 |
Quote data
| Open: |
1.280 |
| High: |
1.490 |
| Low: |
1.280 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.82% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.310 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
