UniCredit Call 250 RHHVF 18.12.2024
/ DE000HD3TNR8
UniCredit Call 250 RHHVF 18.12.20.../ DE000HD3TNR8 /
| 2024-10-25 1:31:07 PM |
Chg.-0.060 |
Bid9:58:45 PM |
Ask2024-10-25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.290EUR |
-1.79% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
250.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD3TNR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-03-18 |
| Last trading day: |
2024-10-25 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.48 |
| Intrinsic value: |
2.36 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.21 |
| Parity: |
2.36 |
| Time value: |
1.02 |
| Break-even: |
283.80 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.14 |
| Spread %: |
4.32% |
| Delta: |
0.72 |
| Theta: |
-0.27 |
| Omega: |
5.86 |
| Rho: |
0.15 |
Quote data
| Open: |
3.280 |
| High: |
3.350 |
| Low: |
3.280 |
| Previous Close: |
3.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+32.66% |
| 3 Months |
|
|
-14.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.350 |
2.450 |
| 6M High / 6M Low: |
4.330 |
0.640 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.827 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.328 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.31% |
| Volatility 6M: |
|
170.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
