UniCredit Call 190 SWGAF 18.12.2024
/ DE000HD5CZV5
UniCredit Call 190 SWGAF 18.12.20.../ DE000HD5CZV5 /
| 2024-06-14 7:26:57 PM |
Chg.-0.190 |
Bid9:59:10 PM |
Ask9:59:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
-12.50% |
1.300
Bid Size: 4,000 |
1.460
Ask Size: 4,000 |
Swatch Group AG |
190.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD5CZV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.26 |
| Parity: |
0.33 |
| Time value: |
1.14 |
| Break-even: |
204.60 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.16 |
| Spread %: |
12.31% |
| Delta: |
0.62 |
| Theta: |
-0.04 |
| Omega: |
8.26 |
| Rho: |
0.54 |
Quote data
| Open: |
1.450 |
| High: |
1.450 |
| Low: |
1.300 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.92% |
| 1 Month |
|
|
-31.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
1.330 |
| 1M High / 1M Low: |
2.250 |
1.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
