UniCredit Call 260 AEC1 18.12.2024
/ DE000HD6JD46
UniCredit Call 260 AEC1 18.12.202.../ DE000HD6JD46 /
| 2024-11-14 1:32:42 PM |
Chg.-0.040 |
Bid9:59:30 PM |
Ask2024-11-14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.930EUR |
-1.35% |
-
Bid Size: - |
-
Ask Size: - |
AMER. EXPRESS DL... |
260.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD6JD4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AMER. EXPRESS DL -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-06-24 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.22 |
| Parity: |
0.95 |
| Time value: |
1.99 |
| Break-even: |
289.40 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
1.45 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.61 |
| Theta: |
-0.42 |
| Omega: |
5.60 |
| Rho: |
0.11 |
Quote data
| Open: |
2.780 |
| High: |
2.930 |
| Low: |
2.780 |
| Previous Close: |
2.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.67% |
| 3 Months |
|
|
+146.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.970 |
2.930 |
| 1M High / 1M Low: |
3.510 |
1.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.943 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
356.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
