UniCredit Call 570 UNH 18.09.2024
/ DE000HD83549
UniCredit Call 570 UNH 18.09.2024/ DE000HD83549 /
30/08/2024 19:39:35 |
Chg.-0.390 |
Bid21:59:42 |
Ask21:59:42 |
Underlying |
Strike price |
Expiration date |
Option type |
2.020EUR |
-16.18% |
2.190 Bid Size: 4,000 |
2.220 Ask Size: 4,000 |
UnitedHealth Group I... |
570.00 USD |
18/09/2024 |
Call |
Master data
WKN: |
HD8354 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
UnitedHealth Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
570.00 USD |
Maturity: |
18/09/2024 |
Issue date: |
20/08/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.30 |
Intrinsic value: |
1.95 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
1.95 |
Time value: |
0.48 |
Break-even: |
538.73 |
Moneyness: |
1.04 |
Premium: |
0.01 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.03 |
Spread %: |
1.25% |
Delta: |
0.77 |
Theta: |
-0.27 |
Omega: |
17.00 |
Rho: |
0.20 |
Quote data
Open: |
2.290 |
High: |
2.430 |
Low: |
2.020 |
Previous Close: |
2.410 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.59% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.410 |
2.020 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |