UniCredit Knock-Out EDEN/ DE000HD620R8 /
| 2024-08-16 7:25:36 PM | Chg.0.000 | Bid9:59:08 PM | Ask9:59:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.520EUR | 0.00% | 0.500 Bid Size: 8,000 |
0.540 Ask Size: 8,000 |
Edenred SA | 32.589 - | 2078-12-31 | Call |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD620R |
| Currency: | EUR |
| Underlying: | Edenred SA |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 32.589 - |
| Maturity: | Endless |
| Issue date: | 2024-05-31 |
| Last trading day: | 2078-12-31 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 6.94 |
| Knock-out: | 32.589 |
| Knock-out violated on: | - |
| Distance to knock-out: | 4.611 |
| Distance to knock-out %: | 12.40% |
| Distance to strike price: | 4.611 |
| Distance to strike price %: | 12.40% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.04 |
| Spread %: | 8.00% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.530 |
|---|---|
| High: | 0.550 |
| Low: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +36.84% | ||
|---|---|---|---|
| 1 Month | -38.10% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.520 | 0.360 |
|---|---|---|
| 1M High / 1M Low: | 0.980 | 0.330 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.470 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.547 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 254.96% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
