UniCredit Call 36 IXD1 18.12.2024
/ DE000HD1TD56
UniCredit Call 36 IXD1 18.12.2024/ DE000HD1TD56 /
| 29/07/2024 20:52:32 |
Chg.-0.040 |
Bid29/07/2024 |
Ask29/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-4.04% |
0.950
Bid Size: 10,000 |
0.960
Ask Size: 10,000 |
INDITEX INH. EO... |
36.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD1TD5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INDITEX INH. EO 0,03 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
0.90 |
| Time value: |
0.11 |
| Break-even: |
46.10 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.02% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
3.92 |
| Rho: |
0.11 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.950 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.77% |
| 1 Month |
|
|
-15.18% |
| 3 Months |
|
|
-2.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.970 |
| 1M High / 1M Low: |
1.190 |
0.970 |
| 6M High / 6M Low: |
1.250 |
0.510 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.912 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.71% |
| Volatility 6M: |
|
92.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
