UniCredit Call 38 G1A 18.12.2024
/ DE000HD04MW5
UniCredit Call 38 G1A 18.12.2024/ DE000HD04MW5 /
11/09/2024 12:42:27 |
Chg.0.000 |
Bid12:56:14 |
Ask12:56:14 |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
0.00% |
0.510 Bid Size: 90,000 |
0.520 Ask Size: 90,000 |
GEA GROUP AG |
38.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HD04MW |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 - |
Maturity: |
18/12/2024 |
Issue date: |
24/10/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.43 |
Implied volatility: |
0.31 |
Historic volatility: |
0.20 |
Parity: |
0.43 |
Time value: |
0.12 |
Break-even: |
43.50 |
Moneyness: |
1.11 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.03 |
Spread %: |
5.77% |
Delta: |
0.79 |
Theta: |
-0.01 |
Omega: |
6.06 |
Rho: |
0.07 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.510 |
Previous Close: |
0.510 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.08% |
1 Month |
|
|
+34.21% |
3 Months |
|
|
+75.86% |
YTD |
|
|
+41.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.450 |
1M High / 1M Low: |
0.530 |
0.380 |
6M High / 6M Low: |
0.530 |
0.250 |
High (YTD): |
30/08/2024 |
0.530 |
Low (YTD): |
22/01/2024 |
0.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.488 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.449 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.357 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.96% |
Volatility 6M: |
|
122.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |