UniCredit Call 520 ZFSVF 18.12.2024
/ DE000HD0H2D6
UniCredit Call 520 ZFSVF 18.12.20.../ DE000HD0H2D6 /
| 7/16/2024 1:45:28 PM |
Chg.-0.080 |
Bid2:23:31 PM |
Ask2:23:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-15.09% |
0.470
Bid Size: 25,000 |
0.490
Ask Size: 25,000 |
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: |
80.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.15 |
| Parity: |
-3.16 |
| Time value: |
0.61 |
| Break-even: |
526.10 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.10 |
| Spread %: |
19.61% |
| Delta: |
0.28 |
| Theta: |
-0.05 |
| Omega: |
22.25 |
| Rho: |
0.55 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.450 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.05% |
| 1 Month |
|
|
-27.42% |
| 3 Months |
|
|
-13.46% |
| YTD |
|
|
+7.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.530 |
| 1M High / 1M Low: |
0.920 |
0.460 |
| 6M High / 6M Low: |
1.040 |
0.190 |
| High (YTD): |
3/20/2024 |
1.040 |
| Low (YTD): |
2/14/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.685 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.549 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.74% |
| Volatility 6M: |
|
222.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
