UniCredit Call 9.5 AFR0 18.12.2024
/ DE000HD7F8Y4
UniCredit Call 9.5 AFR0 18.12.202.../ DE000HD7F8Y4 /
17/10/2024 09:31:49 |
Chg.+0.040 |
Bid11:13:31 |
Ask11:13:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
+12.90% |
0.420 Bid Size: 175,000 |
0.430 Ask Size: 175,000 |
AIR FRANCE-KLM INH. ... |
9.50 EUR |
18/12/2024 |
Call |
Master data
WKN: |
HD7F8Y |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
AIR FRANCE-KLM INH. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.50 EUR |
Maturity: |
18/12/2024 |
Issue date: |
29/07/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
24.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.38 |
Parity: |
-0.75 |
Time value: |
0.35 |
Break-even: |
9.85 |
Moneyness: |
0.92 |
Premium: |
0.13 |
Premium p.a.: |
1.01 |
Spread abs.: |
0.05 |
Spread %: |
16.67% |
Delta: |
0.36 |
Theta: |
0.00 |
Omega: |
9.09 |
Rho: |
0.00 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.350 |
Previous Close: |
0.310 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+34.62% |
1 Month |
|
|
+12.90% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.190 |
1M High / 1M Low: |
0.610 |
0.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.258 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.321 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
507.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |