UniCredit Call 289.876 VOLV/B 18.12.2024
/ DE000HD1T833
UniCredit Call 289.876 VOLV/B 18..../ DE000HD1T833 /
09/10/2024 10:20:50 |
Chg.-0.040 |
Bid12:04:50 |
Ask12:04:50 |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
-6.67% |
0.620 Bid Size: 5,000 |
0.660 Ask Size: 5,000 |
Volvo, AB ser. B |
289.8762 SEK |
18/12/2024 |
Call |
Master data
WKN: |
HD1T83 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Volvo, AB ser. B |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
289.88 SEK |
Maturity: |
18/12/2024 |
Issue date: |
11/01/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1.03 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
-1.76 |
Time value: |
0.77 |
Break-even: |
26.29 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.22 |
Spread %: |
40.00% |
Delta: |
0.35 |
Theta: |
-0.01 |
Omega: |
11.33 |
Rho: |
0.01 |
Quote data
Open: |
0.560 |
High: |
0.560 |
Low: |
0.560 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.74% |
1 Month |
|
|
+55.56% |
3 Months |
|
|
-37.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.460 |
1M High / 1M Low: |
0.730 |
0.230 |
6M High / 6M Low: |
2.620 |
0.230 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.584 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.473 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.215 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
306.66% |
Volatility 6M: |
|
226.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |