UniCredit Call 520 ZFSVF 18.12.2024
/ DE000HD0H2D6
UniCredit Call 520 ZFSVF 18.12.20.../ DE000HD0H2D6 /
8/14/2024 7:38:42 PM |
Chg.+0.070 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
+22.58% |
0.370 Bid Size: 10,000 |
0.470 Ask Size: 10,000 |
Zurich Insurance Gro... |
520.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HD0H2D |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Zurich Insurance Group Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
520.00 - |
Maturity: |
12/18/2024 |
Issue date: |
11/6/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
118.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.12 |
Historic volatility: |
0.15 |
Parity: |
-3.41 |
Time value: |
0.41 |
Break-even: |
524.10 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.10 |
Spread %: |
32.26% |
Delta: |
0.22 |
Theta: |
-0.05 |
Omega: |
26.15 |
Rho: |
0.36 |
Quote data
Open: |
0.340 |
High: |
0.390 |
Low: |
0.320 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+18.75% |
1 Month |
|
|
-28.30% |
3 Months |
|
|
+2.70% |
YTD |
|
|
-9.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.270 |
1M High / 1M Low: |
0.670 |
0.220 |
6M High / 6M Low: |
1.030 |
0.220 |
High (YTD): |
3/20/2024 |
1.030 |
Low (YTD): |
2/14/2024 |
0.200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.320 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.434 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.579 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
372.99% |
Volatility 6M: |
|
241.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |