UniCredit Call 39 ML 18.12.2024
/ DE000HD627X1
UniCredit Call 39 ML 18.12.2024/ DE000HD627X1 /
14/08/2024 19:38:29 |
Chg.+0.004 |
Bid09:20:05 |
Ask09:20:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.046EUR |
+9.52% |
0.045 Bid Size: 150,000 |
0.050 Ask Size: 150,000 |
Cie Generale des Eta... |
39.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HD627X |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Cie Generale des Etablissements Michelin SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
39.00 - |
Maturity: |
18/12/2024 |
Issue date: |
03/06/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
68.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.17 |
Parity: |
-0.50 |
Time value: |
0.05 |
Break-even: |
39.50 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.01 |
Spread %: |
25.00% |
Delta: |
0.20 |
Theta: |
-0.01 |
Omega: |
13.85 |
Rho: |
0.02 |
Quote data
Open: |
0.045 |
High: |
0.046 |
Low: |
0.044 |
Previous Close: |
0.042 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.13% |
1 Month |
|
|
-36.99% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.049 |
0.042 |
1M High / 1M Low: |
0.120 |
0.042 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.045 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.074 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
288.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |