UniCredit Call 520 ZFSVF 18.12.2024
/ DE000HD0H2D6
UniCredit Call 520 ZFSVF 18.12.20.../ DE000HD0H2D6 /
| 14/08/2024 20:59:51 |
Chg.+0.070 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+21.88% |
-
Bid Size: - |
-
Ask Size: - |
Zurich Insurance Gro... |
520.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD0H2D |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Zurich Insurance Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
06/11/2023 |
| Last trading day: |
17/12/2024 |
| 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: |
0.350 |
| High: |
0.390 |
| Low: |
0.340 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+85.71% |
| 1 Month |
|
|
-37.10% |
| 3 Months |
|
|
+5.41% |
| YTD |
|
|
-7.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.210 |
| 1M High / 1M Low: |
0.690 |
0.210 |
| 6M High / 6M Low: |
1.040 |
0.190 |
| High (YTD): |
20/03/2024 |
1.040 |
| Low (YTD): |
14/02/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.570 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
373.88% |
| Volatility 6M: |
|
246.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
