UniCredit Call 13 ABN 18.12.2024
/ DE000HD2XST7
UniCredit Call 13 ABN 18.12.2024/ DE000HD2XST7 /
| 6/3/2024 10:27:30 AM |
Chg.+0.18 |
Bid3:13:17 PM |
Ask3:13:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.13EUR |
+6.10% |
3.16
Bid Size: 20,000 |
3.17
Ask Size: 20,000 |
ABN AMRO Bank NV |
13.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD2XST |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABN AMRO Bank NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
2/22/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.08 |
| Intrinsic value: |
2.65 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.25 |
| Parity: |
2.65 |
| Time value: |
0.38 |
| Break-even: |
16.03 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.07 |
| Spread %: |
2.36% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
4.69 |
| Rho: |
0.06 |
Quote data
| Open: |
3.13 |
| High: |
3.13 |
| Low: |
3.13 |
| Previous Close: |
2.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.06% |
| 1 Month |
|
|
+3.64% |
| 3 Months |
|
|
+36.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.00 |
2.87 |
| 1M High / 1M Low: |
3.98 |
2.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
