UniCredit Knock-Out CFR/ DE000HD9A067 /
| 2024-11-12 8:19:09 PM | Chg.-0.480 | Bid10:00:31 PM | Ask10:00:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.310EUR | -60.76% | - Bid Size: - |
- Ask Size: - |
RICHEMONT N | 112.6241 CHF | 2078-12-31 | Call |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD9A06 |
| Currency: | EUR |
| Underlying: | RICHEMONT N |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 112.6241 CHF |
| Maturity: | Endless |
| Issue date: | 2024-10-02 |
| Last trading day: | 2078-12-31 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | No |
| Gearing: | 12.84 |
| Knock-out: | 115.40 |
| Knock-out violated on: | - |
| Distance to knock-out: | 5.4337 |
| Distance to knock-out %: | 4.23% |
| Distance to strike price: | 8.3916 |
| Distance to strike price %: | 6.54% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.21 |
| Spread %: | 26.58% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.460 |
|---|---|
| High: | 0.460 |
| Low: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -74.17% | ||
|---|---|---|---|
| 1 Month | -84.88% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.260 | 0.780 |
|---|---|---|
| 1M High / 1M Low: | 1.970 | 0.780 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.008 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.386 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 214.84% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
