UniCredit Call 50 MONC 18.12.2024
/ DE000HD21NT3
UniCredit Call 50 MONC 18.12.2024/ DE000HD21NT3 /
| 2024-07-05 7:36:44 PM |
Chg.+0.010 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+1.14% |
0.900
Bid Size: 4,000 |
0.930
Ask Size: 4,000 |
MONCLER |
50.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD21NT |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MONCLER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
0.67 |
| Time value: |
0.26 |
| Break-even: |
59.30 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
3.33% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
4.72 |
| Rho: |
0.16 |
Quote data
| Open: |
0.920 |
| High: |
0.960 |
| Low: |
0.890 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.29% |
| 1 Month |
|
|
-35.04% |
| 3 Months |
|
|
-49.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.880 |
| 1M High / 1M Low: |
1.370 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.920 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
