UniCredit Call 680 MOH 18.12.2024
/ DE000HD5C2G9
UniCredit Call 680 MOH 18.12.2024/ DE000HD5C2G9 /
| 2024-09-11 12:59:56 PM |
Chg.+0.020 |
Bid2024-09-11 |
Ask2024-09-11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+2.53% |
0.810
Bid Size: 40,000 |
0.820
Ask Size: 40,000 |
LVMH E... |
680.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD5C2G |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
LVMH EO 0,3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
680.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
73.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.26 |
| Parity: |
-6.76 |
| Time value: |
0.83 |
| Break-even: |
688.30 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.03 |
| Spread %: |
3.75% |
| Delta: |
0.22 |
| Theta: |
-0.12 |
| Omega: |
16.13 |
| Rho: |
0.34 |
Quote data
| Open: |
0.860 |
| High: |
0.870 |
| Low: |
0.810 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-41.73% |
| 3 Months |
|
|
-74.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
0.790 |
| 1M High / 1M Low: |
2.220 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
