UniCredit Call 17 ABN 18.12.2024
/ DE000HD23MD5
UniCredit Call 17 ABN 18.12.2024/ DE000HD23MD5 /
6/3/2024 1:53:05 PM |
Chg.+0.090 |
Bid4:09:03 PM |
Ask4:09:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
+12.16% |
0.820 Bid Size: 50,000 |
0.830 Ask Size: 50,000 |
ABN AMRO Bank NV |
17.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HD23MD |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ABN AMRO Bank NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 - |
Maturity: |
12/18/2024 |
Issue date: |
1/24/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.25 |
Parity: |
-1.35 |
Time value: |
0.81 |
Break-even: |
17.81 |
Moneyness: |
0.92 |
Premium: |
0.14 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.07 |
Spread %: |
9.46% |
Delta: |
0.41 |
Theta: |
0.00 |
Omega: |
7.95 |
Rho: |
0.03 |
Quote data
Open: |
0.790 |
High: |
0.830 |
Low: |
0.790 |
Previous Close: |
0.740 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.90% |
1 Month |
|
|
-4.60% |
3 Months |
|
|
+50.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.710 |
1M High / 1M Low: |
1.310 |
0.700 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.732 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.876 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |