UniCredit Call 3.8 IES 19.03.2025
/ DE000HD4Z883
UniCredit Call 3.8 IES 19.03.2025/ DE000HD4Z883 /
9/10/2024 7:31:36 PM |
Chg.-0.020 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
-10.53% |
0.170 Bid Size: 60,000 |
0.200 Ask Size: 60,000 |
INTESA SANPAOLO |
3.80 - |
3/19/2025 |
Call |
Master data
WKN: |
HD4Z88 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
INTESA SANPAOLO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.80 - |
Maturity: |
3/19/2025 |
Issue date: |
4/24/2024 |
Last trading day: |
3/18/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.21 |
Parity: |
-0.07 |
Time value: |
0.21 |
Break-even: |
4.01 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.03 |
Spread %: |
16.67% |
Delta: |
0.53 |
Theta: |
0.00 |
Omega: |
9.32 |
Rho: |
0.01 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.170 |
Previous Close: |
0.190 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+70.00% |
3 Months |
|
|
-5.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.160 |
1M High / 1M Low: |
0.210 |
0.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.184 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.151 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
228.18% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |