UniCredit Call 58 AZ2 18.12.2024
/ DE000HD4VSR1
UniCredit Call 58 AZ2 18.12.2024/ DE000HD4VSR1 /
| 06/11/2024 21:24:56 |
Chg.- |
Bid12:04:07 |
Ask12:04:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
- |
0.039
Bid Size: 125,000 |
0.047
Ask Size: 125,000 |
ANDRITZ AG |
58.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD4VSR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
68.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-0.46 |
| Time value: |
0.08 |
| Break-even: |
58.78 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.38 |
| Spread abs.: |
0.04 |
| Spread %: |
105.26% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
16.82 |
| Rho: |
0.01 |
Quote data
| Open: |
0.010 |
| High: |
0.037 |
| Low: |
0.010 |
| Previous Close: |
0.010 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-74.55% |
| 1 Month |
|
|
-95.94% |
| 3 Months |
|
|
-90.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.010 |
| 1M High / 1M Low: |
0.770 |
0.010 |
| 6M High / 6M Low: |
0.800 |
0.010 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.428 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.417 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
775.46% |
| Volatility 6M: |
|
352.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
