UniCredit Call 48 PHM7 18.12.2024
/ DE000HD31X46
UniCredit Call 48 PHM7 18.12.2024/ DE000HD31X46 /
08/08/2024 19:37:12 |
Chg.0.000 |
Bid21:53:42 |
Ask21:53:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
0.00% |
0.360 Bid Size: 60,000 |
0.370 Ask Size: 60,000 |
ALTRIA GRP INC. DL... |
48.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HD31X4 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ALTRIA GRP INC. DL-,333 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 - |
Maturity: |
18/12/2024 |
Issue date: |
26/02/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.17 |
Parity: |
-0.22 |
Time value: |
0.34 |
Break-even: |
51.40 |
Moneyness: |
0.95 |
Premium: |
0.12 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.01 |
Spread %: |
3.03% |
Delta: |
0.48 |
Theta: |
-0.02 |
Omega: |
6.51 |
Rho: |
0.07 |
Quote data
Open: |
0.320 |
High: |
0.370 |
Low: |
0.320 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.78% |
1 Month |
|
|
+105.88% |
3 Months |
|
|
+321.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.290 |
1M High / 1M Low: |
0.380 |
0.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.336 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.279 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
226.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |