UniCredit Call 50 MO 18.12.2024
/ DE000HD3TQ83
UniCredit Call 50 MO 18.12.2024/ DE000HD3TQ83 /
15/10/2024 19:26:55 |
Chg.+0.010 |
Bid21:59:32 |
Ask21:59:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
+6.25% |
0.170 Bid Size: 90,000 |
0.180 Ask Size: 90,000 |
Altria Group Inc |
50.00 USD |
18/12/2024 |
Call |
Master data
WKN: |
HD3TQ8 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Altria Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 USD |
Maturity: |
18/12/2024 |
Issue date: |
18/03/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.17 |
Parity: |
-0.01 |
Time value: |
0.18 |
Break-even: |
47.63 |
Moneyness: |
1.00 |
Premium: |
0.04 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.01 |
Spread %: |
5.88% |
Delta: |
0.53 |
Theta: |
-0.02 |
Omega: |
13.48 |
Rho: |
0.04 |
Quote data
Open: |
0.160 |
High: |
0.190 |
Low: |
0.160 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.25% |
1 Month |
|
|
-46.88% |
3 Months |
|
|
+41.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.160 |
1M High / 1M Low: |
0.330 |
0.160 |
6M High / 6M Low: |
0.440 |
0.029 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.172 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.220 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.161 |
Avg. volume 6M: |
|
1,600 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
182.18% |
Volatility 6M: |
|
198.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |