UniCredit Call 20 ABN 18.12.2024
/ DE000HD4HF71
UniCredit Call 20 ABN 18.12.2024/ DE000HD4HF71 /
| 03/06/2024 10:46:17 |
Chg.+0.030 |
Bid12:31:59 |
Ask12:31:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+13.04% |
0.260
Bid Size: 50,000 |
0.270
Ask Size: 50,000 |
ABN AMRO Bank NV |
20.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD4HF7 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABN AMRO Bank NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
53.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-4.35 |
| Time value: |
0.29 |
| Break-even: |
20.29 |
| Moneyness: |
0.78 |
| Premium: |
0.30 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.07 |
| Spread %: |
31.82% |
| Delta: |
0.18 |
| Theta: |
0.00 |
| Omega: |
9.46 |
| Rho: |
0.01 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
-10.34% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.200 |
| 1M High / 1M Low: |
0.450 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.277 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
