UniCredit Call 255 ALV 14.08.2024
/ DE000HD6C1A3
UniCredit Call 255 ALV 14.08.2024/ DE000HD6C1A3 /
| 7/31/2024 3:07:27 PM |
Chg.-0.100 |
Bid9:58:52 PM |
Ask7/31/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-10.87% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
255.00 - |
8/14/2024 |
Call |
Master data
| WKN: |
HD6C1A |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
255.00 - |
| Maturity: |
8/14/2024 |
| Issue date: |
6/18/2024 |
| Last trading day: |
8/1/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.15 |
| Parity: |
-0.37 |
| Time value: |
0.92 |
| Break-even: |
264.20 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
6.62 |
| Spread abs.: |
0.14 |
| Spread %: |
17.95% |
| Delta: |
0.47 |
| Theta: |
-0.61 |
| Omega: |
12.85 |
| Rho: |
0.03 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.820 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.87% |
| 1 Month |
|
|
-17.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.820 |
| 1M High / 1M Low: |
1.390 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.006 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
