UniCredit Call 540 ZFSVF 18.12.2024
/ DE000HD3KF44
UniCredit Call 540 ZFSVF 18.12.20.../ DE000HD3KF44 /
14/08/2024 20:29:27 |
Chg.+0.020 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
+12.50% |
- Bid Size: - |
- Ask Size: - |
Zurich Insurance Gro... |
540.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HD3KF4 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Zurich Insurance Group Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
540.00 - |
Maturity: |
18/12/2024 |
Issue date: |
11/03/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
202.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.15 |
Parity: |
-5.41 |
Time value: |
0.24 |
Break-even: |
542.40 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.10 |
Spread %: |
71.43% |
Delta: |
0.13 |
Theta: |
-0.04 |
Omega: |
26.06 |
Rho: |
0.21 |
Quote data
Open: |
0.180 |
High: |
0.200 |
Low: |
0.170 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+50.00% |
1 Month |
|
|
-40.00% |
3 Months |
|
|
-18.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.120 |
1M High / 1M Low: |
0.340 |
0.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.150 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.209 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
523.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |