UniCredit Call 200 SWGAF 18.12.2024
/ DE000HD23MP9
UniCredit Call 200 SWGAF 18.12.20.../ DE000HD23MP9 /
| 2024-06-20 6:37:50 PM |
Chg.-0.170 |
Bid7:10:52 PM |
Ask7:10:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
-14.53% |
1.010
Bid Size: 12,000 |
1.090
Ask Size: 12,000 |
Swatch Group AG |
200.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD23MP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.27 |
| Parity: |
0.02 |
| Time value: |
1.28 |
| Break-even: |
213.00 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.16 |
| Spread %: |
14.04% |
| Delta: |
0.58 |
| Theta: |
-0.04 |
| Omega: |
8.95 |
| Rho: |
0.51 |
Quote data
| Open: |
1.190 |
| High: |
1.190 |
| Low: |
0.970 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.26% |
| 1 Month |
|
|
-41.52% |
| 3 Months |
|
|
-45.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.920 |
| 1M High / 1M Low: |
1.710 |
0.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
