UniCredit Call 0.22 TQI 18.12.2024
/ DE000HD3ZSN3
UniCredit Call 0.22 TQI 18.12.202.../ DE000HD3ZSN3 /
| 06/06/2024 19:39:29 |
Chg.-0.002 |
Bid20:00:04 |
Ask20:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-4.76% |
0.040
Bid Size: 60,000 |
0.045
Ask Size: 60,000 |
TELECOM ITALIA |
0.22 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD3ZSN |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
TELECOM ITALIA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.22 - |
| Maturity: |
18/12/2024 |
| Issue date: |
21/03/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.39 |
| Parity: |
0.02 |
| Time value: |
0.04 |
| Break-even: |
0.28 |
| Moneyness: |
1.10 |
| Premium: |
0.15 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
72.73% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
2.89 |
| Rho: |
0.00 |
Quote data
| Open: |
0.041 |
| High: |
0.042 |
| Low: |
0.040 |
| Previous Close: |
0.042 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.048 |
0.042 |
| 1M High / 1M Low: |
0.052 |
0.034 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
