UniCredit Call 27 ZAL 16.10.2024
/ DE000HD8GEM4
UniCredit Call 27 ZAL 16.10.2024/ DE000HD8GEM4 /
| 10/2/2024 8:42:46 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.24EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
27.00 - |
10/16/2024 |
Call |
Master data
| WKN: |
HD8GEM |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 - |
| Maturity: |
10/16/2024 |
| Issue date: |
9/4/2024 |
| Last trading day: |
10/7/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.46 |
| Parity: |
2.15 |
| Time value: |
0.18 |
| Break-even: |
29.33 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.13 |
| Spread %: |
5.91% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
10.80 |
| Rho: |
0.01 |
Quote data
| Open: |
2.15 |
| High: |
2.42 |
| Low: |
2.15 |
| Previous Close: |
2.34 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.40% |
| 1 Month |
|
|
+2388.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.83 |
2.24 |
| 1M High / 1M Low: |
2.85 |
0.06 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
157.89 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,291.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
