UniCredit Call 3.8 IES 18.12.2024
/ DE000HD3KDQ0
UniCredit Call 3.8 IES 18.12.2024/ DE000HD3KDQ0 /
18/10/2024 21:20:28 |
Chg.+0.010 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
+4.35% |
- Bid Size: - |
- Ask Size: - |
INTESA SANPAOLO |
3.80 - |
18/12/2024 |
Call |
Master data
WKN: |
HD3KDQ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
INTESA SANPAOLO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.80 - |
Maturity: |
18/12/2024 |
Issue date: |
11/03/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
16.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.20 |
Implied volatility: |
0.17 |
Historic volatility: |
0.21 |
Parity: |
0.20 |
Time value: |
0.05 |
Break-even: |
4.05 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
4.17% |
Delta: |
0.81 |
Theta: |
0.00 |
Omega: |
12.90 |
Rho: |
0.00 |
Quote data
Open: |
0.220 |
High: |
0.240 |
Low: |
0.220 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+242.86% |
1 Month |
|
|
+50.00% |
3 Months |
|
|
+140.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.170 |
1M High / 1M Low: |
0.240 |
0.070 |
6M High / 6M Low: |
0.240 |
0.040 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.200 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.149 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.130 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
594.78% |
Volatility 6M: |
|
394.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |