UniCredit Call 250 ROG 18.12.2024
/ DE000HD3TNR8
UniCredit Call 250 ROG 18.12.2024/ DE000HD3TNR8 /
| 06/09/2024 19:40:50 |
Chg.-0.170 |
Bid21:59:21 |
Ask21:59:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.070EUR |
-5.25% |
2.890
Bid Size: 4,000 |
3.240
Ask Size: 4,000 |
ROCHE GS |
250.00 CHF |
18/12/2024 |
Call |
Master data
| WKN: |
HD3TNR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 CHF |
| Maturity: |
18/12/2024 |
| Issue date: |
18/03/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.06 |
| Intrinsic value: |
2.38 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
2.38 |
| Time value: |
0.87 |
| Break-even: |
299.57 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.35 |
| Spread %: |
12.07% |
| Delta: |
0.77 |
| Theta: |
-0.08 |
| Omega: |
6.88 |
| Rho: |
0.53 |
Quote data
| Open: |
3.130 |
| High: |
3.450 |
| Low: |
3.070 |
| Previous Close: |
3.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.76% |
| 1 Month |
|
|
-8.90% |
| 3 Months |
|
|
+169.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.330 |
3.070 |
| 1M High / 1M Low: |
4.330 |
3.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.741 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
