UniCredit Call 490 ZFSVF 18.12.2024
/ DE000HD683N5
UniCredit Call 490 ZFSVF 18.12.20.../ DE000HD683N5 /
14/08/2024 19:33:51 |
Chg.+0.200 |
Bid21:59:39 |
Ask21:59:39 |
Underlying |
Strike price |
Expiration date |
Option type |
1.180EUR |
+20.41% |
1.170 Bid Size: 3,000 |
1.270 Ask Size: 3,000 |
Zurich Insurance Gro... |
490.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HD683N |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Zurich Insurance Group Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
490.00 - |
Maturity: |
18/12/2024 |
Issue date: |
10/06/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
44.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.83 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.09 |
Historic volatility: |
0.15 |
Parity: |
-0.41 |
Time value: |
1.10 |
Break-even: |
501.00 |
Moneyness: |
0.99 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.10 |
Spread %: |
10.00% |
Delta: |
0.54 |
Theta: |
-0.06 |
Omega: |
23.93 |
Rho: |
0.87 |
Quote data
Open: |
1.040 |
High: |
1.180 |
Low: |
0.990 |
Previous Close: |
0.980 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+34.09% |
1 Month |
|
|
-19.73% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.180 |
0.880 |
1M High / 1M Low: |
1.820 |
0.820 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.968 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.263 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
214.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |