UniCredit Call 14 ABN 18.12.2024
/ DE000HD1TC08
UniCredit Call 14 ABN 18.12.2024/ DE000HD1TC08 /
| 2024-05-29 7:28:32 PM |
Chg.-0.120 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
-5.36% |
-
Bid Size: - |
-
Ask Size: - |
ABN AMRO Bank NV |
14.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD1TC0 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABN AMRO Bank NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.25 |
| Parity: |
1.66 |
| Time value: |
0.64 |
| Break-even: |
16.30 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
3.14% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
5.43 |
| Rho: |
0.06 |
Quote data
| Open: |
2.140 |
| High: |
2.190 |
| Low: |
2.070 |
| Previous Close: |
2.240 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.75% |
| 1 Month |
|
|
+8.16% |
| 3 Months |
|
|
+37.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.240 |
2.090 |
| 1M High / 1M Low: |
3.170 |
1.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.393 |
| Avg. volume 1M: |
|
9.524 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
