UniCredit Call 330 DAP 18.12.2024
/ DE000HD68581
UniCredit Call 330 DAP 18.12.2024/ DE000HD68581 /
9/11/2024 7:35:11 PM |
Chg.-0.020 |
Bid8:00:54 AM |
Ask8:00:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
-12.50% |
0.070 Bid Size: 10,000 |
0.240 Ask Size: 10,000 |
DANAHER CORP. D... |
330.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HD6858 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
DANAHER CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
330.00 - |
Maturity: |
12/18/2024 |
Issue date: |
6/10/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
131.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.21 |
Parity: |
-8.07 |
Time value: |
0.19 |
Break-even: |
331.90 |
Moneyness: |
0.76 |
Premium: |
0.33 |
Premium p.a.: |
1.90 |
Spread abs.: |
0.02 |
Spread %: |
11.76% |
Delta: |
0.09 |
Theta: |
-0.04 |
Omega: |
12.13 |
Rho: |
0.06 |
Quote data
Open: |
0.080 |
High: |
0.140 |
Low: |
0.080 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+40.00% |
1 Month |
|
|
-22.22% |
3 Months |
|
|
-50.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.100 |
1M High / 1M Low: |
0.180 |
0.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.134 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.136 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
196.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |