UniCredit Call 33 AXA 18.12.2024
/ DE000HD5HG95
UniCredit Call 33 AXA 18.12.2024/ DE000HD5HG95 /
| 11/8/2024 11:41:16 AM |
Chg.-0.330 |
Bid12:28:51 PM |
Ask12:28:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
-17.74% |
1.590
Bid Size: 30,000 |
1.600
Ask Size: 30,000 |
AXA S.A. INH. EO... |
33.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD5HG9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AXA S.A. INH. EO 2,29 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
1.13 |
| Time value: |
0.91 |
| Break-even: |
35.04 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.07 |
| Spread %: |
3.55% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
11.11 |
| Rho: |
0.02 |
Quote data
| Open: |
1.820 |
| High: |
1.820 |
| Low: |
1.530 |
| Previous Close: |
1.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-37.04% |
| 3 Months |
|
|
-1.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.360 |
1.860 |
| 1M High / 1M Low: |
3.600 |
1.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.766 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
