UniCredit Call 180 SWGAF 18.12.2024
/ DE000HD4YUD1
UniCredit Call 180 SWGAF 18.12.20.../ DE000HD4YUD1 /
6/17/2024 6:18:34 PM |
Chg.-0.070 |
Bid6:35:58 PM |
Ask6:35:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.780EUR |
-3.78% |
1.790 Bid Size: 8,000 |
1.870 Ask Size: 8,000 |
Swatch Group AG |
180.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HD4YUD |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Swatch Group AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 - |
Maturity: |
12/18/2024 |
Issue date: |
4/24/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.37 |
Intrinsic value: |
1.36 |
Implied volatility: |
0.17 |
Historic volatility: |
0.26 |
Parity: |
1.36 |
Time value: |
0.63 |
Break-even: |
199.80 |
Moneyness: |
1.08 |
Premium: |
0.03 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.16 |
Spread %: |
8.79% |
Delta: |
0.79 |
Theta: |
-0.03 |
Omega: |
7.71 |
Rho: |
0.67 |
Quote data
Open: |
1.830 |
High: |
1.870 |
Low: |
1.770 |
Previous Close: |
1.850 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.88% |
1 Month |
|
|
-38.41% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.120 |
1.850 |
1M High / 1M Low: |
2.910 |
1.850 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.281 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |