UniCredit Call 31 ZAL 15.01.2025
/ DE000UG08CH4
UniCredit Call 31 ZAL 15.01.2025/ DE000UG08CH4 /
| 2024-12-16 10:12:25 AM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.11EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
31.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
UG08CH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-11-11 |
| Last trading day: |
2024-12-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.41 |
| Parity: |
1.99 |
| Time value: |
2.10 |
| Break-even: |
35.09 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
1.46 |
| Spread abs.: |
0.30 |
| Spread %: |
7.92% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
5.26 |
| Rho: |
0.01 |
Quote data
| Open: |
4.11 |
| High: |
4.11 |
| Low: |
4.11 |
| Previous Close: |
3.99 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.01% |
| 1 Month |
|
|
+295.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.11 |
4.11 |
| 1M High / 1M Low: |
4.49 |
0.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.51 |
| Avg. volume 1M: |
|
117.65 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
551.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
