UniCredit Call 490 ZFSVF 18.09.2024
/ DE000HD5HVY7
UniCredit Call 490 ZFSVF 18.09.20.../ DE000HD5HVY7 /
14/08/2024 19:40:10 |
Chg.+0.110 |
Bid21:59:40 |
Ask21:59:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
+47.83% |
0.320 Bid Size: 10,000 |
0.420 Ask Size: 10,000 |
Zurich Insurance Gro... |
490.00 - |
18/09/2024 |
Call |
Master data
WKN: |
HD5HVY |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Zurich Insurance Group Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
490.00 - |
Maturity: |
18/09/2024 |
Issue date: |
13/05/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
147.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.07 |
Historic volatility: |
0.15 |
Parity: |
-0.41 |
Time value: |
0.33 |
Break-even: |
493.30 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.10 |
Spread %: |
43.48% |
Delta: |
0.42 |
Theta: |
-0.08 |
Omega: |
61.58 |
Rho: |
0.19 |
Quote data
Open: |
0.270 |
High: |
0.340 |
Low: |
0.240 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+41.67% |
1 Month |
|
|
-59.52% |
3 Months |
|
|
-22.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.230 |
1M High / 1M Low: |
0.890 |
0.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.250 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.517 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
461.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |