UniCredit Call 5.2 BSD2 18.12.2024
/ DE000HD58SX6
UniCredit Call 5.2 BSD2 18.12.202.../ DE000HD58SX6 /
07/10/2024 19:13:40 |
Chg.+0.007 |
Bid19:15:06 |
Ask19:15:06 |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
+24.14% |
0.036 Bid Size: 70,000 |
0.053 Ask Size: 70,000 |
BCO SANTANDER N.EO0,... |
5.20 - |
18/12/2024 |
Call |
Master data
WKN: |
HD58SX |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BCO SANTANDER N.EO0,5 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.20 - |
Maturity: |
18/12/2024 |
Issue date: |
03/05/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
32.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.24 |
Parity: |
-0.72 |
Time value: |
0.14 |
Break-even: |
5.34 |
Moneyness: |
0.86 |
Premium: |
0.19 |
Premium p.a.: |
1.44 |
Spread abs.: |
0.13 |
Spread %: |
1,300.00% |
Delta: |
0.28 |
Theta: |
0.00 |
Omega: |
8.81 |
Rho: |
0.00 |
Quote data
Open: |
0.033 |
High: |
0.042 |
Low: |
0.033 |
Previous Close: |
0.029 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-23.40% |
1 Month |
|
|
+12.50% |
3 Months |
|
|
-54.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.047 |
0.024 |
1M High / 1M Low: |
0.054 |
0.024 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.030 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.037 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
340.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |