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: |
|
- |