UniCredit Call 4 IES 18.12.2024
/ DE000HD43BB0
UniCredit Call 4 IES 18.12.2024/ DE000HD43BB0 /
| 8/5/2024 7:30:44 PM |
Chg.+0.004 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
+11.11% |
0.030
Bid Size: 35,000 |
0.064
Ask Size: 35,000 |
INTESA SANPAOLO |
4.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD43BB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
3/25/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
54.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
-0.56 |
| Time value: |
0.06 |
| Break-even: |
4.06 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.04 |
| Spread %: |
125.00% |
| Delta: |
0.22 |
| Theta: |
0.00 |
| Omega: |
11.89 |
| Rho: |
0.00 |
Quote data
| Open: |
0.017 |
| High: |
0.044 |
| Low: |
0.016 |
| Previous Close: |
0.036 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.56% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.036 |
| 1M High / 1M Low: |
0.120 |
0.036 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
475.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
