UniCredit Call 58 AZ2 18.12.2024
/ DE000HD4VSR1
UniCredit Call 58 AZ2 18.12.2024/ DE000HD4VSR1 /
8/30/2024 7:36:24 PM |
Chg.-0.020 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
-4.55% |
0.420 Bid Size: 10,000 |
0.460 Ask Size: 10,000 |
ANDRITZ AG |
58.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HD4VSR |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ANDRITZ AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
58.00 - |
Maturity: |
12/18/2024 |
Issue date: |
4/22/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.26 |
Historic volatility: |
0.24 |
Parity: |
0.16 |
Time value: |
0.30 |
Break-even: |
62.60 |
Moneyness: |
1.03 |
Premium: |
0.05 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.04 |
Spread %: |
9.52% |
Delta: |
0.63 |
Theta: |
-0.02 |
Omega: |
8.18 |
Rho: |
0.10 |
Quote data
Open: |
0.430 |
High: |
0.470 |
Low: |
0.420 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.44% |
1 Month |
|
|
-10.64% |
3 Months |
|
|
+40.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.400 |
1M High / 1M Low: |
0.470 |
0.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.412 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.334 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
207.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |