UniCredit Call 540 LOM 18.12.2024
/ DE000HD6JFU2
UniCredit Call 540 LOM 18.12.2024/ DE000HD6JFU2 /
04/09/2024 17:05:35 |
Chg.+0.48 |
Bid18:03:51 |
Ask18:03:51 |
Underlying |
Strike price |
Expiration date |
Option type |
4.55EUR |
+11.79% |
4.48 Bid Size: 4,000 |
4.51 Ask Size: 4,000 |
LOCKHEED MARTIN D... |
540.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HD6JFU |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
LOCKHEED MARTIN DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
540.00 - |
Maturity: |
18/12/2024 |
Issue date: |
24/06/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.15 |
Parity: |
-2.66 |
Time value: |
4.01 |
Break-even: |
580.10 |
Moneyness: |
0.95 |
Premium: |
0.13 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.03 |
Spread %: |
0.75% |
Delta: |
0.48 |
Theta: |
-0.25 |
Omega: |
6.16 |
Rho: |
0.59 |
Quote data
Open: |
3.75 |
High: |
4.55 |
Low: |
3.75 |
Previous Close: |
4.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+27.81% |
1 Month |
|
|
+43.08% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.07 |
3.52 |
1M High / 1M Low: |
4.07 |
2.93 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.47 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |