UniCredit Knock-Out QIA/ DE000HD3J665 /
| 26/07/2024 20:28:15 | Chg.+0.110 | Bid21:35:07 | Ask21:35:07 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.600EUR | +22.45% | 0.600 Bid Size: 6,000 |
0.620 Ask Size: 6,000 |
QIAGEN NV | 34.4074 EUR | 31/12/2078 | Call |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD3J66 |
| Currency: | EUR |
| Underlying: | QIAGEN NV |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 34.4074 EUR |
| Maturity: | Endless |
| Issue date: | 17/04/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 7.14 |
| Knock-out: | 35.10 |
| Knock-out violated on: | - |
| Distance to knock-out: | 3.71 |
| Distance to knock-out %: | 9.56% |
| Distance to strike price: | 4.4026 |
| Distance to strike price %: | 11.34% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.02 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.07 |
| Spread %: | 14.58% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.480 |
|---|---|
| High: | 0.600 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +71.43% | ||
|---|---|---|---|
| 1 Month | +50.00% | ||
| 3 Months | +15.38% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.490 | 0.350 |
|---|---|---|
| 1M High / 1M Low: | 0.490 | 0.290 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.426 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.390 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 180.40% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
