UniCredit Call 13 ABN 18.12.2024
/ DE000HD2XST7
UniCredit Call 13 ABN 18.12.2024/ DE000HD2XST7 /
| 14/06/2024 19:26:58 |
Chg.-0.16 |
Bid20:13:24 |
Ask20:13:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
-5.78% |
2.59
Bid Size: 3,000 |
2.63
Ask Size: 3,000 |
ABN AMRO Bank NV |
13.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD2XST |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABN AMRO Bank NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
22/02/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.87 |
| Intrinsic value: |
2.46 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.25 |
| Parity: |
2.46 |
| Time value: |
0.37 |
| Break-even: |
15.83 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.07 |
| Spread %: |
2.54% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
4.90 |
| Rho: |
0.06 |
Quote data
| Open: |
2.49 |
| High: |
2.61 |
| Low: |
2.49 |
| Previous Close: |
2.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.44% |
| 1 Month |
|
|
-34.42% |
| 3 Months |
|
|
+17.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.20 |
2.77 |
| 1M High / 1M Low: |
3.98 |
2.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
