UniCredit Call 3.8 NOA3 18.12.2024
/ DE000HD6J7Z0
UniCredit Call 3.8 NOA3 18.12.202.../ DE000HD6J7Z0 /
10/21/2024 10:24:12 AM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
- |
- Bid Size: - |
- Ask Size: - |
NOKIA OYJ EO-,06 |
3.80 - |
12/18/2024 |
Call |
Master data
WKN: |
HD6J7Z |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NOKIA OYJ EO-,06 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.80 - |
Maturity: |
12/18/2024 |
Issue date: |
6/24/2024 |
Last trading day: |
10/21/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.60 |
Historic volatility: |
0.28 |
Parity: |
0.48 |
Time value: |
0.13 |
Break-even: |
4.41 |
Moneyness: |
1.13 |
Premium: |
0.03 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.02 |
Spread %: |
3.39% |
Delta: |
0.77 |
Theta: |
0.00 |
Omega: |
5.40 |
Rho: |
0.00 |
Quote data
Open: |
0.560 |
High: |
0.560 |
Low: |
0.560 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+80.65% |
3 Months |
|
|
+250.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.560 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.405 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
772.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |