UniCredit Call 490 ZFSVF 18.09.2024
/ DE000HD5HVY7
UniCredit Call 490 ZFSVF 18.09.20.../ DE000HD5HVY7 /
| 7/16/2024 11:43:49 AM |
Chg.-0.100 |
Bid12:39:06 PM |
Ask12:39:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-14.49% |
0.540
Bid Size: 25,000 |
0.560
Ask Size: 25,000 |
Zurich Insurance Gro... |
490.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD5HVY |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Zurich Insurance Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
490.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
63.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.15 |
| Parity: |
-0.16 |
| Time value: |
0.77 |
| Break-even: |
497.70 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.10 |
| Spread %: |
14.93% |
| Delta: |
0.54 |
| Theta: |
-0.08 |
| Omega: |
34.37 |
| Rho: |
0.45 |
Quote data
| Open: |
0.570 |
| High: |
0.590 |
| Low: |
0.550 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.27% |
| 1 Month |
|
|
-25.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.690 |
| 1M High / 1M Low: |
1.290 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.940 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
